+52.4%
T vs PL
+84.9%
-32.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.9% |
| 7D | -1.3% | -9.3% | +8.0% | -1.2% |
| 30D | +11.4% | -18.9% | +30.3% | +11.5% |
| 3M | +14.3% | -58.4% | +72.7% | +15.1% |
| 6M | -9.3% | -30.3% | +21.0% | -9.2% |
| YTD | +7.1% | -8.1% | +15.2% | +6.7% |
| 1Y | -9.1% | +180.5% | -189.6% | -11.7% |
| 3Y | +105.3% | +444.1% | -338.8% | +91.4% |
| 5Y | +66.8% | +83.0% | -16.2% | +57.8% |
| All | +52.4% | +84.9% | -32.5% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling