+53.4%
T vs M
-11.5%
+64.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.6% |
| 7D | +1.0% | -4.3% | +5.3% | +1.2% |
| 30D | -10.6% | +1.3% | -11.9% | -10.7% |
| 3M | -7.7% | -7.4% | -0.4% | -7.5% |
| 6M | -13.3% | +18.3% | -31.6% | -14.2% |
| YTD | -8.8% | +7.6% | -16.3% | -9.4% |
| 1Y | -8.4% | +17.4% | -25.8% | -9.5% |
| 3Y | +59.6% | +108.4% | -48.7% | +48.3% |
| All | +53.4% | -11.5% | +64.9% | +49.1% |
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