+499.2%
NOW vs T
+55.6%
+443.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.0% | +1.0% | -4.0% | -3.2% |
| 30D | -26.0% | -10.6% | -15.4% | -24.5% |
| 3M | -13.1% | -7.7% | -5.4% | -11.8% |
| 6M | +14.5% | -13.3% | +27.8% | +17.6% |
| YTD | -33.4% | -8.8% | -24.7% | -33.1% |
| 1Y | -40.6% | -8.4% | -32.2% | -40.4% |
| 3Y | -16.3% | +59.6% | -76.0% | -30.7% |
| 5Y | -26.3% | +52.1% | -78.4% | -38.9% |
| All | +499.2% | +55.6% | +443.6% | +379.0% |
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