+61.4%
T vs B
+203.3%
-141.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.5% |
| 7D | +2.0% | -2.7% | +4.6% | +2.1% |
| 30D | -1.0% | -4.3% | +3.3% | -0.9% |
| 3M | -8.1% | -2.3% | -5.8% | -8.2% |
| 6M | -8.3% | -16.2% | +8.0% | -7.7% |
| YTD | -6.1% | -8.8% | +2.7% | -6.4% |
| 1Y | -7.4% | +11.4% | -18.7% | -9.2% |
| 3Y | +65.4% | +174.3% | -108.8% | +49.2% |
| 5Y | +57.6% | +116.2% | -58.5% | +43.2% |
| 10Y | +61.4% | +222.7% | -161.4% | +44.8% |
| All | +61.4% | +203.3% | -141.9% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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