+741.2%
T vs EL
+1,685.7%
-944.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.5% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | +11.4% | +19.8% | -8.5% | +7.4% |
| 3M | +14.3% | +25.7% | -11.4% | +9.2% |
| 6M | -9.3% | +5.4% | -14.7% | -11.2% |
| YTD | +7.1% | +0.2% | +6.9% | +5.0% |
| 1Y | -9.1% | +20.4% | -29.5% | -14.3% |
| 3Y | +105.3% | -32.1% | +137.5% | +107.1% |
| 5Y | +66.8% | -67.2% | +134.0% | +92.3% |
| 10Y | +66.8% | +31.7% | +35.0% | +37.1% |
| All | +741.2% | +1,685.7% | -944.5% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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