+65.5%
T vs SO
+52.7%
+12.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | +2.5% | +1.4% | +1.2% | +1.9% |
| 30D | -3.8% | +4.7% | -8.5% | -5.9% |
| 3M | -8.7% | +1.7% | -10.4% | -9.5% |
| 6M | -8.1% | +2.2% | -10.3% | -9.0% |
| YTD | -6.4% | +10.0% | -16.4% | -11.0% |
| 1Y | -9.8% | +6.0% | -15.8% | -12.5% |
| 3Y | +65.5% | +54.1% | +11.4% | +42.7% |
| All | +65.5% | +52.7% | +12.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 3y: compounded portfolio wealth divided by compounded SO 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…
3y analysis · Full analysis span regression · 6 months rolling