+66.1%
T vs DOW
-37.1%
+103.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | -1.5% | -2.9% | +1.4% | -1.2% |
| 30D | +7.6% | +2.0% | +5.7% | +7.2% |
| 3M | +15.3% | -12.5% | +27.8% | +17.1% |
| 6M | -8.5% | -9.2% | +0.7% | -8.1% |
| YTD | +6.8% | +30.8% | -24.0% | +1.2% |
| 1Y | -7.2% | +29.4% | -36.6% | -12.2% |
| 3Y | +108.2% | -34.6% | +142.8% | +128.8% |
| 5Y | +66.1% | -35.9% | +102.0% | +79.0% |
| All | +66.1% | -37.1% | +103.2% | +79.0% |
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