+1,872.1%
T vs F
+639.5%
+1,232.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.2% |
| 7D | -1.3% | +5.3% | -6.6% | -2.3% |
| 30D | +11.4% | +4.6% | +6.8% | +10.3% |
| 3M | +14.3% | -3.7% | +18.0% | +14.9% |
| 6M | -9.3% | +16.8% | -26.1% | -12.8% |
| YTD | +7.1% | +15.3% | -8.2% | +2.9% |
| 1Y | -9.1% | +31.0% | -40.1% | -15.1% |
| 3Y | +105.3% | +45.4% | +59.9% | +83.0% |
| 5Y | +66.8% | +54.7% | +12.1% | +42.1% |
| 10Y | +66.8% | +98.2% | -31.4% | +28.9% |
| All | +1,872.1% | +639.5% | +1,232.6% | +818.8% |
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