Free tools
Small calculators that show the methods behind every number on the dashboard. Nothing you type is stored, and nothing here predicts what comes next.
Skill or luck, from yearly returns
Type your yearly returns and an index's for the same years, and see whether the gap stands out from luck: the average gap, its t-stat and p-value, and how many more years would settle it.
OpenHow long an edge takes to prove
An edge over the market stands out from luck only slowly. Put in an edge a year and how much your gap to the index swings, and see roughly how many years of record it takes.
OpenWhat a fall takes to recover
A 40% fall needs a 67% gain to get back. Put in a fall, and a yearly return if you like, and see the gain it takes and roughly how long at that pace.
OpenTime-weighted vs Modified Dietz
Two honest returns for the same account can disagree when money goes in or out. Change the deposit and its timing and see how far apart they land, and why.
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