+69.5%
T vs BG
+81.8%
-12.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.2% |
| 7D | +1.5% | +3.1% | -1.6% | +1.1% |
| 30D | +7.5% | +10.2% | -2.8% | +6.1% |
| 3M | +14.8% | -1.7% | +16.5% | +14.8% |
| 6M | -1.7% | +1.0% | -2.7% | -2.1% |
| YTD | +8.7% | +39.9% | -31.2% | +4.2% |
| 1Y | -7.5% | +53.2% | -60.7% | -12.3% |
| 3Y | +110.2% | +16.3% | +94.0% | +104.4% |
| All | +69.5% | +81.8% | -12.3% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling