+119.6%
T vs P
+485.4%
-365.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.0% |
| 7D | -1.3% | +6.5% | -7.8% | -1.5% |
| 30D | +11.4% | +18.8% | -7.5% | +10.6% |
| 3M | +14.3% | +26.7% | -12.5% | +13.1% |
| 6M | -9.3% | +62.2% | -71.4% | -11.4% |
| YTD | +7.1% | +48.5% | -41.4% | +4.7% |
| 1Y | -9.1% | +26.4% | -35.5% | -10.8% |
| 3Y | +105.3% | +159.4% | -54.1% | +86.6% |
| 5Y | +66.8% | +275.8% | -209.0% | +44.2% |
| 10Y | +66.8% | +732.0% | -665.2% | +31.8% |
| All | +119.6% | +485.4% | -365.8% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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