+67.7%
T vs PM
+119.0%
-51.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -1.3% |
| 7D | -1.3% | -4.9% | +3.6% | +0.3% |
| 30D | +11.4% | -3.4% | +14.7% | +12.6% |
| 3M | +14.3% | +5.2% | +9.1% | +12.4% |
| 6M | -9.3% | +3.7% | -13.0% | -10.7% |
| YTD | +7.1% | +15.8% | -8.7% | +1.4% |
| 1Y | -9.1% | +17.4% | -26.5% | -14.6% |
| 3Y | +105.3% | +116.9% | -11.6% | +49.2% |
| All | +67.7% | +119.0% | -51.3% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling