+67.7%
T vs M
+27.3%
+40.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.1% |
| 7D | -1.3% | +4.7% | -6.0% | -1.5% |
| 30D | +11.4% | -9.6% | +21.0% | +11.9% |
| 3M | +14.3% | +0.9% | +13.4% | +14.2% |
| 6M | -9.3% | +22.3% | -31.5% | -10.2% |
| YTD | +7.1% | +6.5% | +0.6% | +6.6% |
| 1Y | -9.1% | +38.8% | -47.9% | -10.9% |
| 3Y | +105.3% | +115.9% | -10.6% | +91.1% |
| All | +67.7% | +27.3% | +40.4% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling