+54.1%
T vs ALM
+2,221.4%
-2,167.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | +0.7% |
| 7D | +1.7% | +0.7% | +0.9% | +1.7% |
| 30D | -1.7% | -26.1% | +24.4% | -1.4% |
| 3M | -7.3% | -38.1% | +30.8% | -6.9% |
| 6M | -11.2% | -55.4% | +44.2% | -10.5% |
| YTD | -8.1% | -0.4% | -7.7% | -8.9% |
| 1Y | -8.0% | +25.4% | -33.4% | -9.3% |
| 3Y | +62.1% | +907.8% | -845.6% | +51.7% |
| 5Y | +55.7% | +440.2% | -384.5% | +46.4% |
| 10Y | +54.1% | +2,031.1% | -1,977.0% | +43.6% |
| All | +54.1% | +2,221.4% | -2,167.3% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling