+53.4%
T vs B
+134.6%
-81.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +1.0% | +9.6% | -8.6% | +0.5% |
| 30D | -10.6% | +3.5% | -14.1% | -10.9% |
| 3M | -7.7% | -1.6% | -6.2% | -7.9% |
| 6M | -13.3% | -1.7% | -11.6% | -13.6% |
| YTD | -8.8% | -5.3% | -3.4% | -9.5% |
| 1Y | -8.4% | +27.2% | -35.6% | -12.5% |
| 3Y | +59.6% | +166.1% | -106.5% | +34.0% |
| All | +53.4% | +134.6% | -81.1% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling