+66.2%
T vs EQT
+197.4%
-131.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -2.4% | -1.2% | -1.3% | -2.3% |
| 30D | +4.3% | +1.1% | +3.2% | +4.2% |
| 3M | +11.6% | +4.8% | +6.8% | +11.0% |
| 6M | -5.6% | -10.6% | +5.0% | -4.8% |
| YTD | +6.6% | +3.4% | +3.1% | +6.1% |
| 1Y | -8.4% | +8.7% | -17.0% | -9.3% |
| 3Y | +107.8% | +35.0% | +72.9% | +98.7% |
| All | +66.2% | +197.4% | -131.1% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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