-14.3%
T vs AS
-8.6%
-5.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.1% | +2.0% |
| 7D | +5.5% | +13.8% | -8.3% | +5.4% |
| 30D | -8.9% | +16.7% | -25.6% | -8.6% |
| 3M | -5.6% | -11.5% | +5.9% | -6.3% |
| 6M | -14.3% | -5.5% | -8.8% | -15.4% |
| All | -14.3% | -8.6% | -5.7% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling