+29.8%
T vs PL
+28.1%
+1.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.2% | -0.9% |
| 7D | +1.0% | -6.8% | +7.9% | +1.0% |
| 30D | -10.6% | -29.3% | +18.7% | -10.5% |
| 3M | -7.7% | -44.8% | +37.0% | -7.5% |
| 6M | -13.3% | -68.4% | +55.1% | -12.7% |
| YTD | -8.8% | -36.4% | +27.6% | -9.0% |
| 1Y | -8.4% | +0.7% | -9.1% | -9.4% |
| 3Y | +59.6% | +455.3% | -395.7% | +46.9% |
| 5Y | +52.1% | +22.7% | +29.4% | +45.8% |
| All | +29.8% | +28.1% | +1.7% | +23.6% |
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