+1,069.5%
T vs STM
+2,285.7%
-1,216.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.2% |
| 7D | -1.3% | +5.8% | -7.1% | -2.0% |
| 30D | +11.4% | -1.0% | +12.4% | +11.3% |
| 3M | +14.3% | -33.3% | +47.5% | +19.0% |
| 6M | -9.3% | +57.4% | -66.6% | -16.7% |
| YTD | +7.1% | +102.2% | -95.1% | -5.5% |
| 1Y | -9.1% | +99.6% | -108.7% | -20.0% |
| 3Y | +105.3% | +14.5% | +90.8% | +89.6% |
| 5Y | +66.8% | +21.4% | +45.4% | +49.2% |
| 10Y | +66.8% | +695.0% | -628.2% | +5.9% |
| All | +1,069.5% | +2,285.7% | -1,216.2% | +546.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling