+1,594.6%
T vs F
+533.8%
+1,060.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +4.3% | +1.4% | +2.9% | +4.0% |
| 30D | -9.7% | +2.0% | -11.7% | -10.0% |
| 3M | -4.3% | -10.4% | +6.1% | -2.4% |
| 6M | -13.7% | +9.7% | -23.4% | -15.9% |
| YTD | -8.0% | -1.2% | -6.8% | -8.9% |
| 1Y | -6.9% | 0.0% | -6.9% | -8.2% |
| 3Y | +59.7% | +41.1% | +18.6% | +43.3% |
| 5Y | +53.4% | -11.4% | +64.8% | +46.5% |
| 10Y | +58.2% | +85.0% | -26.7% | +23.9% |
| All | +1,594.6% | +533.8% | +1,060.8% | +712.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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