+353.4%
T vs SLV
+263.3%
+90.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | +1.0% | +5.1% | -4.1% | +0.8% |
| 30D | -10.6% | -12.9% | +2.3% | -10.0% |
| 3M | -7.7% | -16.1% | +8.3% | -7.1% |
| 6M | -13.3% | -33.2% | +19.9% | -11.7% |
| YTD | -8.8% | -27.2% | +18.5% | -8.9% |
| 1Y | -8.4% | +7.6% | -16.0% | -11.3% |
| 3Y | +59.6% | +122.3% | -62.7% | +44.5% |
| 5Y | +52.1% | +109.7% | -57.6% | +37.6% |
| 10Y | +56.9% | +168.4% | -111.6% | +37.1% |
| All | +353.4% | +263.3% | +90.1% | +255.3% |
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