-9.3%
T vs PL
-29.2%
+20.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -2.0% |
| 7D | -1.3% | -9.3% | +8.0% | -1.4% |
| 30D | +11.4% | -18.9% | +30.3% | +11.1% |
| 3M | +14.3% | -58.4% | +72.7% | +15.9% |
| 6M | -9.3% | -30.3% | +21.0% | -10.4% |
| All | -9.3% | -29.2% | +20.0% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling