+30.8%
T vs PL
+46.6%
-15.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.5% | -13.7% | +0.7% |
| 7D | +1.7% | +10.9% | -9.2% | +1.6% |
| 30D | -1.7% | -16.4% | +14.6% | -1.6% |
| 3M | -7.3% | -39.9% | +32.6% | -7.1% |
| 6M | -11.2% | -63.2% | +52.0% | -10.6% |
| YTD | -8.1% | -27.1% | +19.1% | -8.3% |
| 1Y | -8.0% | +12.2% | -20.2% | -9.0% |
| 3Y | +62.1% | +584.3% | -522.2% | +48.6% |
| 5Y | +55.7% | +37.0% | +18.7% | +50.4% |
| All | +30.8% | +46.6% | -15.8% | +24.5% |
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