+65.3%
T vs PM
+196.3%
-131.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | -1.5% | -1.3% | -0.2% | -1.1% |
| 30D | +7.6% | -2.6% | +10.2% | +8.6% |
| 3M | +15.3% | +5.8% | +9.5% | +12.7% |
| 6M | -8.5% | +10.6% | -19.0% | -12.5% |
| YTD | +6.8% | +17.2% | -10.4% | -0.5% |
| 1Y | -7.2% | +17.6% | -24.9% | -14.0% |
| 3Y | +108.2% | +124.3% | -16.0% | +45.0% |
| 5Y | +66.1% | +125.1% | -59.0% | +14.4% |
| 10Y | +65.3% | +198.6% | -133.3% | -5.9% |
| All | +65.3% | +196.3% | -131.0% | -5.9% |
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