+65.3%
T vs CP
+219.6%
-154.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.5% | +2.4% | -4.0% | -2.2% |
| 30D | +7.6% | -0.5% | +8.1% | +7.7% |
| 3M | +15.3% | +1.4% | +13.9% | +14.7% |
| 6M | -8.5% | +10.3% | -18.8% | -11.3% |
| YTD | +6.8% | +24.3% | -17.5% | -0.2% |
| 1Y | -7.2% | +20.4% | -27.7% | -12.6% |
| 3Y | +108.2% | +21.8% | +86.5% | +91.3% |
| 5Y | +66.1% | +31.5% | +34.5% | +45.3% |
| 10Y | +65.3% | +223.2% | -157.9% | +8.3% |
| All | +65.3% | +219.6% | -154.3% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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