+54.1%
T vs M
+3.7%
+50.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | 0.0% |
| 7D | +1.7% | +2.5% | -0.9% | +1.3% |
| 30D | -1.7% | +10.1% | -11.8% | -2.8% |
| 3M | -7.3% | -0.9% | -6.4% | -7.4% |
| 6M | -11.2% | +30.2% | -41.4% | -13.9% |
| YTD | -8.1% | +16.3% | -24.3% | -10.1% |
| 1Y | -8.0% | +27.0% | -35.0% | -11.0% |
| 3Y | +62.1% | +154.5% | -92.4% | +40.0% |
| 5Y | +55.7% | -1.1% | +56.8% | +46.0% |
| 10Y | +54.1% | +0.5% | +53.6% | +14.0% |
| All | +54.1% | +3.7% | +50.4% | +14.0% |
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