+54.1%
T vs PM
+228.8%
-174.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.7% |
| 7D | +1.7% | -7.3% | +9.0% | +4.5% |
| 30D | -1.7% | -4.0% | +2.3% | -0.3% |
| 3M | -7.3% | +2.7% | -10.1% | -8.5% |
| 6M | -11.2% | +14.9% | -26.1% | -16.2% |
| YTD | -8.1% | +23.5% | -31.6% | -16.2% |
| 1Y | -8.0% | +30.4% | -38.4% | -18.0% |
| 3Y | +62.1% | +143.2% | -81.1% | +9.4% |
| 5Y | +55.7% | +159.5% | -103.8% | +1.3% |
| 10Y | +54.1% | +234.7% | -180.5% | -15.7% |
| All | +54.1% | +228.8% | -174.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling