+119.1%
T vs USFR
+28.6%
+90.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | -2.9% | +0.4% | -3.3% | -3.1% |
| 3M | -7.5% | +1.0% | -8.5% | -7.9% |
| 6M | -9.9% | +2.0% | -11.9% | -10.6% |
| YTD | -6.4% | +3.4% | -9.9% | -7.7% |
| 1Y | -9.4% | +4.1% | -13.5% | -10.8% |
| 3Y | +64.9% | +14.4% | +50.4% | +56.8% |
| 5Y | +57.0% | +21.4% | +35.6% | +46.0% |
| 10Y | +60.8% | +28.5% | +32.3% | +47.0% |
| All | +119.1% | +28.6% | +90.5% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling