-25.7%
NOW vs T
+55.0%
-80.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -3.1% | +1.7% | -4.7% | -3.2% |
| 30D | -27.0% | -1.7% | -25.3% | -27.0% |
| 3M | -17.7% | -7.3% | -10.4% | -17.1% |
| 6M | +12.7% | -11.2% | +23.9% | +13.8% |
| YTD | -32.9% | -8.1% | -24.9% | -32.9% |
| 1Y | -40.4% | -8.0% | -32.4% | -40.4% |
| 3Y | -17.1% | +62.1% | -79.2% | -27.1% |
| 5Y | -25.7% | +55.7% | -81.4% | -28.2% |
| All | -25.7% | +55.0% | -80.7% | -28.2% |
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