+31.6%
T vs PL
+45.6%
-14.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +2.6% | +5.6% | -3.1% | +2.6% |
| 30D | -1.1% | -16.9% | +15.9% | -1.0% |
| 3M | -7.7% | -38.2% | +30.5% | -7.5% |
| 6M | -10.6% | -63.4% | +52.8% | -10.0% |
| YTD | -7.5% | -27.6% | +20.2% | -7.7% |
| 1Y | -7.4% | +6.6% | -14.0% | -8.3% |
| 3Y | +63.1% | +557.6% | -494.5% | +49.7% |
| 5Y | +55.2% | +39.5% | +15.7% | +49.5% |
| All | +31.6% | +45.6% | -14.0% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling