+150.8%
T vs USFR
+27.5%
+123.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | +11.4% | +0.3% | +11.1% | +11.2% |
| 3M | +14.3% | +1.0% | +13.3% | +13.8% |
| 6M | -9.3% | +1.9% | -11.2% | -9.9% |
| YTD | +7.1% | +2.6% | +4.5% | +6.0% |
| 1Y | -9.1% | +4.0% | -13.1% | -10.5% |
| 3Y | +105.3% | +14.1% | +91.2% | +95.6% |
| 5Y | +66.8% | +20.4% | +46.4% | +55.7% |
| 10Y | +66.8% | +28.0% | +38.8% | +52.8% |
| All | +150.8% | +27.5% | +123.3% | +130.0% |
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