+65.5%
T vs IR
+25.6%
+39.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.6% | +4.3% | -2.6% | +1.7% |
| 30D | -2.9% | +8.1% | -11.0% | -2.8% |
| 3M | -7.5% | +0.7% | -8.2% | -7.4% |
| 6M | -9.9% | +16.6% | -26.5% | -9.6% |
| YTD | -6.4% | +7.8% | -14.2% | -6.2% |
| 1Y | -9.4% | +9.9% | -19.3% | -9.1% |
| All | +65.5% | +25.6% | +39.9% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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