+1,228.7%
T vs ALL
+3,667.9%
-2,439.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +11.4% | -1.5% | +12.9% | +11.8% |
| 3M | +14.3% | +23.6% | -9.3% | +7.1% |
| 6M | -9.3% | +22.3% | -31.6% | -14.9% |
| YTD | +7.1% | +26.5% | -19.4% | -0.6% |
| 1Y | -9.1% | +27.0% | -36.1% | -15.9% |
| 3Y | +105.3% | +149.6% | -44.2% | +53.1% |
| 5Y | +66.8% | +118.1% | -51.3% | +27.1% |
| 10Y | +66.8% | +369.0% | -302.2% | +0.6% |
| All | +1,228.7% | +3,667.9% | -2,439.2% | +334.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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