+36.6%
T vs COMP
-53.0%
+89.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.1% | +0.9% |
| 7D | +2.6% | +7.2% | -4.6% | +2.3% |
| 30D | -1.1% | +6.4% | -7.5% | -1.4% |
| 3M | -7.7% | -19.4% | +11.7% | -7.2% |
| 6M | -10.6% | +14.6% | -25.2% | -11.4% |
| YTD | -7.5% | -5.5% | -2.0% | -8.0% |
| 1Y | -7.4% | +13.7% | -21.1% | -8.8% |
| 3Y | +63.1% | +409.7% | -346.6% | +45.5% |
| 5Y | +55.2% | -17.0% | +72.2% | +38.5% |
| All | +36.6% | -53.0% | +89.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling