+57.8%
T vs BUD
+51.6%
+6.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +2.5% | +1.0% | +1.5% | +2.2% |
| 30D | -3.8% | +6.7% | -10.5% | -5.4% |
| 3M | -8.7% | +5.7% | -14.5% | -10.1% |
| 6M | -8.1% | +5.8% | -13.9% | -9.6% |
| YTD | -6.4% | +34.4% | -40.8% | -13.7% |
| 1Y | -9.8% | +33.3% | -43.0% | -16.6% |
| 3Y | +65.5% | +48.8% | +16.7% | +45.9% |
| All | +57.8% | +51.6% | +6.2% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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