+139.8%
T vs ALM
+7,705.7%
-7,566.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | -1.3% | -2.6% | +1.3% | -1.3% |
| 30D | +11.4% | +32.0% | -20.6% | +11.3% |
| 3M | +14.3% | -15.0% | +29.3% | +14.3% |
| 6M | -9.3% | -10.1% | +0.9% | -9.3% |
| YTD | +7.1% | +99.4% | -92.3% | +6.9% |
| 1Y | -9.1% | +316.4% | -325.4% | -9.4% |
| 3Y | +105.3% | +2,022.0% | -1,916.6% | +104.0% |
| 5Y | +66.8% | +941.2% | -874.4% | +65.8% |
| 10Y | +66.8% | +2,950.3% | -2,883.6% | +65.5% |
| All | +139.8% | +7,705.7% | -7,566.0% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling