+285.1%
T vs A
+457.0%
-171.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -1.3% | -1.9% | +0.7% | -1.0% |
| 30D | +11.4% | +6.9% | +4.5% | +10.1% |
| 3M | +14.3% | +9.2% | +5.1% | +12.5% |
| 6M | -9.3% | +25.7% | -34.9% | -13.1% |
| YTD | +7.1% | +11.5% | -4.4% | +4.4% |
| 1Y | -9.1% | +18.4% | -27.5% | -12.4% |
| 3Y | +105.3% | +26.6% | +78.7% | +92.6% |
| 5Y | +66.8% | -12.8% | +79.6% | +64.7% |
| 10Y | +66.8% | +247.2% | -180.4% | +29.9% |
| All | +285.1% | +457.0% | -171.9% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 all: compounded portfolio wealth divided by compounded A 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…
all analysis · Full analysis span regression · 6 months rolling