+59.6%
T vs EW
+51.9%
+7.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | +1.0% | +11.0% | -10.0% | +0.8% |
| 30D | -10.6% | +19.1% | -29.7% | -10.9% |
| 3M | -7.7% | +14.4% | -22.1% | -8.0% |
| 6M | -13.3% | +22.8% | -36.1% | -13.7% |
| YTD | -8.8% | +19.8% | -28.6% | -9.1% |
| 1Y | -8.4% | +23.9% | -32.3% | -8.9% |
| 3Y | +59.6% | +52.2% | +7.4% | +60.6% |
| All | +59.6% | +51.9% | +7.7% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 3y: compounded portfolio wealth divided by compounded EW 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…
3y analysis · Full analysis span regression · 6 months rolling