-7.4%
T vs B
+13.3%
-20.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.3% |
| 7D | +2.0% | -2.7% | +4.6% | +1.8% |
| 30D | -1.0% | -4.3% | +3.3% | -1.4% |
| 3M | -8.1% | -2.3% | -5.8% | -8.2% |
| 6M | -8.3% | -16.2% | +8.0% | -9.5% |
| YTD | -6.1% | -8.8% | +2.7% | -8.0% |
| 1Y | -7.4% | +11.4% | -18.7% | -9.3% |
| All | -7.4% | +13.3% | -20.7% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling