+59.6%
T vs PM
+142.0%
-82.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | +1.0% | -5.2% | +6.3% | +2.5% |
| 30D | -10.6% | +2.7% | -13.3% | -11.3% |
| 3M | -7.7% | +5.2% | -13.0% | -9.1% |
| 6M | -13.3% | +17.0% | -30.3% | -16.9% |
| YTD | -8.8% | +25.5% | -34.3% | -14.4% |
| 1Y | -8.4% | +35.5% | -43.9% | -15.9% |
| 3Y | +59.6% | +143.9% | -84.3% | +20.3% |
| All | +59.6% | +142.0% | -82.4% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling