+66.1%
T vs USFR
+20.5%
+45.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +7.6% | +0.3% | +7.3% | +7.3% |
| 3M | +15.3% | +1.0% | +14.3% | +14.6% |
| 6M | -8.5% | +1.9% | -10.4% | -9.2% |
| YTD | +6.8% | +2.7% | +4.1% | +6.0% |
| 1Y | -7.2% | +4.0% | -11.3% | -7.9% |
| 3Y | +108.2% | +14.0% | +94.2% | +122.3% |
| 5Y | +66.1% | +20.4% | +45.6% | +75.5% |
| All | +66.1% | +20.5% | +45.6% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling