+69.5%
T vs MKTX
-60.5%
+130.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +7.5% | +0.7% | +6.7% | +7.4% |
| 3M | +14.8% | +40.8% | -26.0% | +9.8% |
| 6M | -1.7% | -8.0% | +6.2% | -0.6% |
| YTD | +8.7% | -8.7% | +17.4% | +10.0% |
| 1Y | -7.5% | -11.8% | +4.4% | -6.0% |
| 3Y | +110.2% | -24.0% | +134.3% | +113.8% |
| All | +69.5% | -60.5% | +130.0% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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