-8.4%
T vs PL
-3.5%
-4.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.2% | -0.4% |
| 7D | +1.0% | -6.8% | +7.9% | +0.8% |
| 30D | -10.6% | -29.3% | +18.7% | -11.5% |
| 3M | -7.7% | -44.8% | +37.0% | -9.3% |
| 6M | -13.3% | -68.4% | +55.1% | -15.1% |
| YTD | -8.8% | -36.4% | +27.6% | -8.0% |
| 1Y | -8.4% | +0.7% | -9.1% | -6.3% |
| All | -8.4% | -3.5% | -4.9% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling