-9.4%
T vs C
+25.1%
-34.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.4% |
| 7D | +1.6% | +4.7% | -3.1% | +2.2% |
| 30D | -2.9% | +0.2% | -3.1% | -2.9% |
| 3M | -7.5% | -9.3% | +1.8% | -8.6% |
| 6M | -9.9% | -0.8% | -9.1% | -9.4% |
| YTD | -6.4% | +8.5% | -15.0% | -4.7% |
| 1Y | -9.4% | +23.1% | -32.5% | -6.8% |
| All | -9.4% | +25.1% | -34.5% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 1y: compounded portfolio wealth divided by compounded C 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…
1y analysis · Full analysis span regression · 6 months rolling