+107.7%
T vs STM
+16.2%
+91.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.9% |
| 7D | -1.3% | +5.8% | -7.1% | -1.1% |
| 30D | +11.4% | -1.0% | +12.4% | +11.4% |
| 3M | +14.3% | -33.3% | +47.5% | +13.4% |
| 6M | -9.3% | +57.4% | -66.6% | -8.6% |
| YTD | +7.1% | +102.2% | -95.1% | +8.1% |
| 1Y | -9.1% | +99.6% | -108.7% | -8.2% |
| All | +107.7% | +16.2% | +91.6% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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