+65.5%
T vs M
-1.9%
+67.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.2% |
| 7D | -1.3% | +4.7% | -6.0% | -1.7% |
| 30D | +11.4% | -9.6% | +21.0% | +12.5% |
| 3M | +14.3% | +0.9% | +13.4% | +14.0% |
| 6M | -9.3% | +22.3% | -31.5% | -11.4% |
| YTD | +7.1% | +6.5% | +0.6% | +5.8% |
| 1Y | -9.1% | +38.8% | -47.9% | -12.9% |
| 3Y | +105.3% | +115.9% | -10.6% | +80.6% |
| 5Y | +66.8% | +28.6% | +38.2% | +49.6% |
| All | +65.5% | -1.9% | +67.4% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling