+65.5%
T vs B
+163.8%
-98.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +2.5% | -7.3% | +9.9% | +2.6% |
| 30D | -3.8% | -3.3% | -0.4% | -3.8% |
| 3M | -8.7% | -7.8% | -1.0% | -8.8% |
| 6M | -8.1% | -15.5% | +7.4% | -8.0% |
| YTD | -6.4% | -12.3% | +5.8% | -7.0% |
| 1Y | -9.8% | +5.4% | -15.1% | -11.6% |
| 3Y | +65.5% | +165.5% | -100.0% | +42.7% |
| All | +65.5% | +163.8% | -98.3% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling