+58.1%
T vs COMP
-47.7%
+105.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.0% |
| 7D | -1.3% | +1.4% | -2.6% | -1.3% |
| 30D | +11.4% | -13.3% | +24.7% | +11.8% |
| 3M | +14.3% | +41.1% | -26.8% | +12.7% |
| 6M | -9.3% | +17.2% | -26.4% | -10.2% |
| YTD | +7.1% | +5.2% | +1.9% | +6.2% |
| 1Y | -9.1% | +18.9% | -28.0% | -10.5% |
| 3Y | +105.3% | +215.9% | -110.6% | +88.3% |
| 5Y | +66.8% | -31.2% | +98.0% | +47.7% |
| All | +58.1% | -47.7% | +105.7% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling