+57.8%
T vs DOW
-28.2%
+86.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.5% | +5.2% | -2.7% | +1.9% |
| 30D | -3.8% | +13.2% | -17.0% | -5.4% |
| 3M | -8.7% | +10.1% | -18.8% | -10.0% |
| 6M | -8.1% | -13.1% | +5.0% | -6.9% |
| YTD | -6.4% | +46.1% | -52.6% | -12.5% |
| 1Y | -9.8% | +50.0% | -59.8% | -16.0% |
| 3Y | +65.5% | -20.2% | +85.7% | +73.8% |
| All | +57.8% | -28.2% | +86.0% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 5y: compounded portfolio wealth divided by compounded DOW 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…
5y analysis · Full analysis span regression · 6 months rolling