+69.3%
T vs IR
+288.5%
-219.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.2% |
| 7D | -1.3% | -2.8% | +1.6% | -0.8% |
| 30D | +11.4% | -15.1% | +26.5% | +14.7% |
| 3M | +14.3% | +6.1% | +8.2% | +12.7% |
| 6M | -9.3% | -16.8% | +7.6% | -6.7% |
| YTD | +7.1% | -3.5% | +10.6% | +6.7% |
| 1Y | -9.1% | -3.5% | -5.6% | -9.6% |
| 3Y | +105.3% | +9.5% | +95.9% | +92.3% |
| 5Y | +66.8% | +45.1% | +21.7% | +42.6% |
| All | +69.3% | +288.5% | -219.2% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling