-13.3%
T vs B
+1.5%
-14.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.8% |
| 7D | +1.0% | +9.6% | -8.6% | +1.6% |
| 30D | -10.6% | +3.5% | -14.1% | -10.6% |
| 3M | -7.7% | -1.6% | -6.2% | -8.0% |
| 6M | -13.3% | -1.7% | -11.6% | -13.4% |
| All | -13.3% | +1.5% | -14.8% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling