+106.1%
T vs BG
+20.1%
+86.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -2.4% | +3.7% | -6.2% | -2.8% |
| 30D | +4.3% | +12.3% | -8.1% | +3.0% |
| 3M | +11.6% | -2.2% | +13.8% | +11.3% |
| 6M | -5.6% | +5.3% | -10.9% | -6.3% |
| YTD | +6.6% | +42.4% | -35.8% | +3.5% |
| 1Y | -8.4% | +55.2% | -63.6% | -11.6% |
| All | +106.1% | +20.1% | +86.0% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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