+3,310.4%
V vs T
+195.8%
+3,114.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +2.2% | +1.0% | +1.2% | +1.7% |
| 30D | +13.6% | -10.6% | +24.2% | +18.7% |
| 3M | +14.3% | -7.7% | +22.0% | +17.6% |
| 6M | +33.1% | -13.3% | +46.4% | +40.1% |
| YTD | +21.2% | -8.8% | +30.0% | +23.2% |
| 1Y | +26.4% | -8.4% | +34.8% | +28.1% |
| 3Y | +77.6% | +59.6% | +17.9% | +31.6% |
| 5Y | +102.6% | +52.1% | +50.5% | +47.4% |
| 10Y | +464.4% | +56.9% | +407.6% | +283.7% |
| All | +3,310.4% | +195.8% | +3,114.6% | +1,327.3% |
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