+61.0%
T vs PL
+403.1%
-342.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.1% | +10.1% | -0.2% |
| 7D | +4.3% | -20.5% | +24.8% | +3.9% |
| 30D | -9.7% | -38.8% | +29.1% | -10.3% |
| 3M | -4.3% | -49.1% | +44.8% | -5.2% |
| 6M | -13.7% | -69.4% | +55.7% | -14.6% |
| YTD | -8.0% | -42.3% | +34.4% | -8.3% |
| 1Y | -6.9% | -14.2% | +7.3% | -6.9% |
| All | +61.0% | +403.1% | -342.1% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling