+57.8%
T vs EXC
+41.3%
+16.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | +2.5% | +1.4% | +1.2% | +2.0% |
| 30D | -3.8% | +8.6% | -12.3% | -6.7% |
| 3M | -8.7% | +2.4% | -11.1% | -9.6% |
| 6M | -8.1% | +6.5% | -14.6% | -10.3% |
| YTD | -6.4% | +9.0% | -15.5% | -9.8% |
| 1Y | -9.8% | +4.6% | -14.3% | -11.6% |
| 3Y | +65.5% | +33.5% | +32.0% | +47.5% |
| All | +57.8% | +41.3% | +16.6% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling