+63.6%
T vs S
-56.8%
+120.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.7% |
| 6M | -9.3% | +47.4% | -56.6% | -10.2% |
| YTD | +7.1% | +32.5% | -25.4% | +6.2% |
| 1Y | -9.1% | +9.5% | -18.6% | -9.4% |
| 3Y | +105.3% | +15.5% | +89.8% | +101.1% |
| 5Y | +66.8% | -71.2% | +138.0% | +60.3% |
| All | +63.6% | -56.8% | +120.4% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling