+1,579.9%
T vs D
+2,450.0%
-870.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | +1.0% | +3.0% | -1.9% | -0.4% |
| 30D | -10.6% | +11.5% | -22.1% | -14.9% |
| 3M | -7.7% | +3.7% | -11.5% | -9.4% |
| 6M | -13.3% | +13.5% | -26.8% | -18.5% |
| YTD | -8.8% | +20.7% | -29.5% | -16.9% |
| 1Y | -8.4% | +18.2% | -26.6% | -15.8% |
| 3Y | +59.6% | +73.3% | -13.7% | +21.0% |
| 5Y | +52.1% | +12.3% | +39.8% | +39.0% |
| 10Y | +56.9% | +43.4% | +13.5% | +22.5% |
| All | +1,579.9% | +2,450.0% | -870.1% | +185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling