+1,872.1%
T vs B
+803.7%
+1,068.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.9% |
| 7D | -1.3% | -1.6% | +0.3% | -1.2% |
| 30D | +11.4% | +9.4% | +1.9% | +10.9% |
| 3M | +14.3% | +5.0% | +9.3% | +13.9% |
| 6M | -9.3% | -3.5% | -5.7% | -9.4% |
| YTD | +7.1% | +4.5% | +2.6% | +6.5% |
| 1Y | -9.1% | +67.8% | -76.9% | -11.7% |
| 3Y | +105.3% | +196.7% | -91.4% | +93.9% |
| 5Y | +66.8% | +151.9% | -85.1% | +57.9% |
| 10Y | +66.8% | +202.2% | -135.4% | +55.3% |
| All | +1,872.1% | +803.7% | +1,068.4% | +1,959.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling