+38.3%
T vs AS
+133.7%
-95.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | -0.1% |
| 7D | +4.3% | +7.1% | -2.8% | +4.6% |
| 30D | -9.7% | +12.8% | -22.5% | -9.2% |
| 3M | -4.3% | -14.7% | +10.4% | -5.0% |
| 6M | -13.7% | -9.9% | -3.7% | -14.0% |
| YTD | -8.0% | -16.1% | +8.2% | -8.5% |
| 1Y | -6.9% | +0.2% | -7.1% | -6.9% |
| All | +38.3% | +133.7% | -95.4% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling