+107.7%
T vs EXC
+22.2%
+85.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.5% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +11.4% | -3.7% | +15.1% | +13.0% |
| 3M | +14.3% | -1.3% | +15.6% | +14.9% |
| 6M | -9.3% | -9.7% | +0.4% | -5.9% |
| YTD | +7.1% | +2.9% | +4.2% | +5.5% |
| 1Y | -9.1% | +4.4% | -13.5% | -11.1% |
| All | +107.7% | +22.2% | +85.5% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling