-26.0%
NOW vs T
+55.0%
-81.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -6.7% | +4.3% | -11.0% | -7.0% |
| 30D | -25.8% | -9.7% | -16.1% | -25.1% |
| 3M | -12.7% | -4.3% | -8.4% | -12.3% |
| 6M | +11.2% | -13.7% | +24.9% | +12.6% |
| YTD | -33.2% | -8.0% | -25.2% | -33.2% |
| 1Y | -41.8% | -6.9% | -34.9% | -41.9% |
| 3Y | -15.7% | +59.7% | -75.4% | -25.5% |
| 5Y | -26.0% | +53.4% | -79.5% | -27.8% |
| All | -26.0% | +55.0% | -81.0% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling