+37.1%
T vs AS
+134.9%
-97.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | +1.0% | +6.9% | -5.9% | +1.3% |
| 30D | -10.6% | +16.0% | -26.6% | -10.0% |
| 3M | -7.7% | -12.8% | +5.1% | -8.3% |
| 6M | -13.3% | -15.4% | +2.1% | -13.9% |
| YTD | -8.8% | -15.7% | +7.0% | -9.3% |
| 1Y | -8.4% | +6.1% | -14.5% | -8.2% |
| All | +37.1% | +134.9% | -97.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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