+34.7%
T vs COMP
-52.0%
+86.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.7% | -11.6% | -1.2% |
| 7D | +1.0% | +13.4% | -12.4% | +0.6% |
| 30D | -10.6% | +11.1% | -21.7% | -11.0% |
| 3M | -7.7% | -18.8% | +11.1% | -7.2% |
| 6M | -13.3% | +10.5% | -23.8% | -13.9% |
| YTD | -8.8% | -3.4% | -5.4% | -9.4% |
| 1Y | -8.4% | +19.7% | -28.1% | -9.9% |
| 3Y | +59.6% | +381.6% | -322.0% | +42.9% |
| 5Y | +52.1% | -17.6% | +69.7% | +35.6% |
| All | +34.7% | -52.0% | +86.6% | +18.8% |
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