+432.3%
T vs SLV
+363.7%
+68.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | -1.3% | -0.3% | -0.9% | -1.3% |
| 30D | +11.4% | +6.7% | +4.7% | +10.9% |
| 3M | +14.3% | -10.7% | +25.0% | +14.9% |
| 6M | -9.3% | -20.6% | +11.3% | -8.4% |
| YTD | +7.1% | -7.1% | +14.2% | +5.7% |
| 1Y | -9.1% | +62.0% | -71.1% | -14.2% |
| 3Y | +105.3% | +169.8% | -64.5% | +84.4% |
| 5Y | +66.8% | +161.5% | -94.6% | +49.4% |
| 10Y | +66.8% | +224.4% | -157.6% | +44.7% |
| All | +432.3% | +363.7% | +68.6% | +312.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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