+53.4%
T vs PL
+11.6%
+41.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.1% | +10.1% | 0.0% |
| 7D | +4.3% | -20.5% | +24.8% | +4.4% |
| 30D | -9.7% | -38.8% | +29.1% | -9.5% |
| 3M | -4.3% | -49.1% | +44.8% | -4.0% |
| 6M | -13.7% | -69.4% | +55.7% | -13.1% |
| YTD | -8.0% | -42.3% | +34.4% | -8.2% |
| 1Y | -6.9% | -14.2% | +7.3% | -7.8% |
| 3Y | +59.7% | +398.7% | -339.0% | +47.2% |
| 5Y | +53.4% | +11.1% | +42.3% | +45.5% |
| All | +53.4% | +11.6% | +41.8% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling