+1,460.4%
T vs M
+444.9%
+1,015.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +2.6% | +5.0% | -2.5% | +1.7% |
| 30D | -1.1% | +10.6% | -11.7% | -2.7% |
| 3M | -7.7% | +1.6% | -9.3% | -8.2% |
| 6M | -10.6% | +30.8% | -41.5% | -14.7% |
| YTD | -7.5% | +16.9% | -24.4% | -10.6% |
| 1Y | -7.4% | +26.3% | -33.7% | -11.8% |
| 3Y | +63.1% | +158.6% | -95.5% | +32.5% |
| 5Y | +55.2% | +2.1% | +53.1% | +39.5% |
| 10Y | +58.8% | -4.3% | +63.1% | +24.7% |
| All | +1,460.4% | +444.9% | +1,015.5% | +730.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling