+65.3%
T vs ALM
+3,219.4%
-3,154.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.1% | -0.4% |
| 7D | -1.5% | +8.4% | -10.0% | -1.6% |
| 30D | +7.6% | +34.8% | -27.2% | +7.1% |
| 3M | +15.3% | +16.2% | -0.9% | +14.9% |
| 6M | -8.5% | +2.1% | -10.6% | -8.8% |
| YTD | +6.8% | +117.0% | -110.3% | +4.9% |
| 1Y | -7.2% | +313.9% | -321.1% | -10.1% |
| 3Y | +108.2% | +2,327.9% | -2,219.7% | +92.9% |
| 5Y | +66.1% | +1,040.6% | -974.6% | +55.2% |
| 10Y | +65.3% | +3,219.4% | -3,154.1% | +52.2% |
| All | +65.3% | +3,219.4% | -3,154.1% | +52.2% |
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