+33.6%
T vs PL
+46.3%
-12.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +2.0% | +13.4% | -11.4% | +1.9% |
| 30D | -1.0% | -10.2% | +9.1% | -1.0% |
| 3M | -8.1% | -39.5% | +31.4% | -7.9% |
| 6M | -8.3% | -65.7% | +57.5% | -7.5% |
| YTD | -6.1% | -27.3% | +21.2% | -6.4% |
| 1Y | -7.4% | +15.0% | -22.4% | -8.4% |
| 3Y | +65.4% | +560.8% | -495.4% | +51.9% |
| 5Y | +57.6% | +38.4% | +19.2% | +52.1% |
| All | +33.6% | +46.3% | -12.8% | +27.1% |
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