+67.7%
T vs S
-71.4%
+139.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -2.0% |
| 7D | -1.3% | -7.7% | +6.4% | -1.1% |
| 30D | +11.4% | -5.3% | +16.7% | +11.4% |
| 3M | +14.3% | +20.3% | -6.0% | +13.6% |
| 6M | -9.3% | +47.4% | -56.6% | -10.4% |
| YTD | +7.1% | +32.5% | -25.4% | +6.1% |
| 1Y | -9.1% | +9.5% | -18.6% | -9.5% |
| 3Y | +105.3% | +15.5% | +89.8% | +100.4% |
| All | +67.7% | -71.4% | +139.1% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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