-4.3%
T vs B
+1.2%
-5.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | 0.0% |
| 7D | +4.3% | +4.3% | 0.0% | +4.5% |
| 30D | -9.7% | -0.9% | -8.7% | -10.2% |
| 3M | -4.3% | -1.4% | -3.0% | -4.5% |
| All | -4.3% | +1.2% | -5.5% | -4.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling