+1,579.9%
T vs EXC
+2,465.1%
-885.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | +1.0% | -1.2% | +2.2% | +1.4% |
| 30D | -10.6% | +10.0% | -20.6% | -13.5% |
| 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% | -11.4% |
| 1Y | -8.4% | +3.5% | -11.9% | -9.9% |
| 3Y | +59.6% | +27.7% | +32.0% | +44.8% |
| 5Y | +52.1% | +41.1% | +11.0% | +31.7% |
| 10Y | +56.9% | +178.2% | -121.3% | +4.2% |
| All | +1,579.9% | +2,465.1% | -885.2% | +401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling