+65.7%
T vs BR
+7.6%
+58.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -3.1% | -5.0% | +1.9% | -2.0% |
| 30D | +4.6% | -2.5% | +7.0% | +5.1% |
| 3M | +12.2% | +13.5% | -1.3% | +9.1% |
| 6M | -6.5% | -9.4% | +3.0% | -4.7% |
| YTD | +4.9% | -23.3% | +28.2% | +11.2% |
| 1Y | -10.5% | -31.6% | +21.1% | -2.3% |
| 3Y | +104.6% | -5.1% | +109.7% | +104.3% |
| All | +65.7% | +7.6% | +58.1% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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