+53.4%
T vs C
+107.6%
-54.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +1.0% | -2.4% | +3.4% | +1.4% |
| 30D | -10.6% | -6.0% | -4.6% | -9.9% |
| 3M | -7.7% | -10.5% | +2.8% | -6.3% |
| 6M | -13.3% | -5.7% | -7.6% | -12.9% |
| YTD | -8.8% | +4.1% | -12.9% | -10.5% |
| 1Y | -8.4% | +20.5% | -28.9% | -13.1% |
| 3Y | +59.6% | +208.1% | -148.5% | +14.0% |
| All | +53.4% | +107.6% | -54.2% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling