+1,872.1%
T vs D
+2,347.4%
-475.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -1.3% | +1.5% | -2.7% | -1.9% |
| 30D | +11.4% | -2.6% | +13.9% | +12.6% |
| 3M | +14.3% | 0.0% | +14.3% | +14.2% |
| 6M | -9.3% | +7.4% | -16.6% | -12.5% |
| YTD | +7.1% | +15.9% | -8.8% | -0.5% |
| 1Y | -9.1% | +18.1% | -27.2% | -16.5% |
| 3Y | +105.3% | +58.4% | +47.0% | +61.6% |
| 5Y | +66.8% | +5.2% | +61.6% | +57.0% |
| 10Y | +66.8% | +35.9% | +30.9% | +33.6% |
| All | +1,872.1% | +2,347.4% | -475.3% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling