+790.0%
NOW vs T
+65.0%
+725.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.9% |
| 7D | -6.1% | -1.5% | -4.5% | -5.7% |
| 30D | +7.5% | +7.6% | -0.1% | +5.6% |
| 3M | +17.5% | +15.3% | +2.2% | +13.6% |
| 6M | +7.9% | -8.5% | +16.4% | +9.8% |
| YTD | -12.4% | +6.8% | -19.2% | -14.7% |
| 1Y | -28.6% | -7.2% | -21.3% | -27.9% |
| 3Y | +11.8% | +108.2% | -96.4% | -14.0% |
| 5Y | +2.6% | +66.1% | -63.4% | -15.7% |
| 10Y | +790.0% | +65.3% | +724.7% | +623.7% |
| All | +790.0% | +65.0% | +725.0% | +623.7% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded T wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling