+53.4%
T vs EW
-14.5%
+67.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +1.0% | +11.0% | -10.0% | +0.2% |
| 30D | -10.6% | +19.1% | -29.7% | -11.9% |
| 3M | -7.7% | +14.4% | -22.1% | -8.8% |
| 6M | -13.3% | +22.8% | -36.1% | -14.9% |
| YTD | -8.8% | +19.8% | -28.6% | -10.3% |
| 1Y | -8.4% | +23.9% | -32.3% | -10.3% |
| 3Y | +59.6% | +52.2% | +7.4% | +49.1% |
| All | +53.4% | -14.5% | +67.9% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling