-26.4%
NOW vs T
+52.3%
-78.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -3.0% | +1.0% | -4.0% | -3.1% |
| 30D | -26.0% | -10.6% | -15.4% | -25.3% |
| 3M | -13.1% | -7.7% | -5.4% | -12.4% |
| 6M | +14.5% | -13.3% | +27.8% | +15.9% |
| YTD | -33.4% | -8.8% | -24.7% | -33.4% |
| 1Y | -40.6% | -8.4% | -32.2% | -40.6% |
| 3Y | -16.3% | +59.6% | -76.0% | -26.2% |
| All | -26.4% | +52.3% | -78.7% | -28.7% |
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 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