+2,926.4%
V vs T
+247.2%
+2,679.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | 0.0% |
| 7D | -1.7% | -1.3% | -0.4% | -1.1% |
| 30D | +2.0% | +11.4% | -9.4% | -3.2% |
| 3M | +17.4% | +14.3% | +3.1% | +9.5% |
| 6M | +17.5% | -9.3% | +26.8% | +21.9% |
| YTD | +7.6% | +7.1% | +0.5% | +2.3% |
| 1Y | +7.7% | -9.1% | +16.8% | +10.8% |
| 3Y | +54.7% | +105.3% | -50.7% | +1.6% |
| 5Y | +73.0% | +66.8% | +6.2% | +22.6% |
| 10Y | +390.9% | +66.8% | +324.1% | +232.4% |
| All | +2,926.4% | +247.2% | +2,679.2% | +1,085.1% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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