+241.6%
T vs BR
+1,321.0%
-1,079.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.4% | -0.9% |
| 7D | -1.3% | -5.3% | +4.0% | +0.4% |
| 30D | +11.4% | +6.4% | +4.9% | +9.1% |
| 3M | +14.3% | +13.6% | +0.6% | +9.3% |
| 6M | -9.3% | -6.7% | -2.6% | -7.9% |
| YTD | +7.1% | -21.1% | +28.2% | +14.3% |
| 1Y | -9.1% | -29.6% | +20.5% | +0.7% |
| 3Y | +105.3% | -2.4% | +107.7% | +101.6% |
| 5Y | +66.8% | +11.2% | +55.6% | +53.7% |
| 10Y | +66.8% | +191.8% | -125.0% | +6.9% |
| All | +241.6% | +1,321.0% | -1,079.4% | +13.3% |
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