+198.4%
T vs BR
+1,481.8%
-1,283.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +2.5% | +1.1% | +1.5% | +2.2% |
| 30D | -3.8% | +14.4% | -18.2% | -7.8% |
| 3M | -8.7% | +12.4% | -21.2% | -12.2% |
| 6M | -8.1% | +35.4% | -43.6% | -17.1% |
| YTD | -6.4% | -12.2% | +5.7% | -3.6% |
| 1Y | -9.8% | -12.7% | +3.0% | -6.8% |
| 3Y | +65.5% | +14.3% | +51.2% | +54.4% |
| 5Y | +57.0% | +19.3% | +37.7% | +41.7% |
| 10Y | +60.8% | +278.1% | -217.3% | -5.4% |
| All | +198.4% | +1,481.8% | -1,283.5% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling