+58.8%
T vs EXC
+183.9%
-125.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -1.1% | +9.0% | -10.1% | -4.4% |
| 3M | -7.7% | +3.3% | -11.0% | -9.0% |
| 6M | -10.6% | +5.7% | -16.3% | -12.7% |
| YTD | -7.5% | +7.3% | -14.8% | -10.5% |
| 1Y | -7.4% | +2.9% | -10.4% | -9.0% |
| 3Y | +63.1% | +29.3% | +33.8% | +45.0% |
| 5Y | +55.2% | +40.1% | +15.1% | +31.4% |
| 10Y | +58.8% | +197.7% | -138.9% | +6.2% |
| All | +58.8% | +183.9% | -125.1% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling