+1,628.8%
T vs C
+1,081.0%
+547.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.1% |
| 7D | +2.0% | -0.4% | +2.4% | +2.0% |
| 30D | -1.0% | -5.3% | +4.3% | -0.1% |
| 3M | -8.1% | -8.0% | -0.1% | -6.7% |
| 6M | -8.3% | -0.3% | -8.0% | -8.7% |
| YTD | -6.1% | +8.6% | -14.8% | -8.8% |
| 1Y | -7.4% | +25.8% | -33.2% | -12.7% |
| 3Y | +65.4% | +221.2% | -155.7% | +26.3% |
| 5Y | +57.6% | +113.6% | -55.9% | +29.6% |
| 10Y | +61.4% | +218.3% | -156.9% | +18.5% |
| All | +1,628.8% | +1,081.0% | +547.8% | +672.7% |
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 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