+59.6%
T vs EXC
+26.3%
+33.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.1% |
| 7D | +1.0% | -1.2% | +2.2% | +1.5% |
| 30D | -10.6% | +10.0% | -20.6% | -13.8% |
| 3M | -7.7% | +1.6% | -9.4% | -8.4% |
| 6M | -13.3% | +3.3% | -16.6% | -14.4% |
| YTD | -8.8% | +7.6% | -16.3% | -11.7% |
| 1Y | -8.4% | +3.5% | -11.9% | -10.0% |
| 3Y | +59.6% | +27.7% | +32.0% | +41.9% |
| All | +59.6% | +26.3% | +33.4% | +41.9% |
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