+1,872.1%
T vs C
+1,202.3%
+669.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -1.3% | +3.6% | -4.9% | -2.0% |
| 30D | +11.4% | +0.1% | +11.3% | +11.3% |
| 3M | +14.3% | +2.4% | +11.9% | +13.5% |
| 6M | -9.3% | +24.9% | -34.2% | -13.8% |
| YTD | +7.1% | +19.8% | -12.7% | +2.2% |
| 1Y | -9.1% | +44.9% | -54.0% | -16.7% |
| 3Y | +105.3% | +263.0% | -157.6% | +53.2% |
| 5Y | +66.8% | +129.5% | -62.7% | +35.3% |
| 10Y | +66.8% | +291.6% | -224.8% | +17.8% |
| All | +1,872.1% | +1,202.3% | +669.8% | +765.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling