+324.9%
T vs BG
+1,131.5%
-806.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.7% |
| 7D | -1.3% | +2.8% | -4.1% | -1.8% |
| 30D | +11.4% | +12.0% | -0.7% | +9.0% |
| 3M | +14.3% | -7.7% | +22.0% | +15.8% |
| 6M | -9.3% | +4.5% | -13.8% | -10.3% |
| YTD | +7.1% | +35.7% | -28.6% | +0.8% |
| 1Y | -9.1% | +50.1% | -59.2% | -16.3% |
| 3Y | +105.3% | +12.6% | +92.7% | +96.8% |
| 5Y | +66.8% | +75.4% | -8.6% | +44.4% |
| 10Y | +66.8% | +150.5% | -83.7% | +29.1% |
| All | +324.9% | +1,131.5% | -806.6% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling