+47.8%
AA vs TPR
+378.8%
-331.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.3% | +3.5% |
| 7D | +1.1% | +6.4% | -5.3% | -2.4% |
| 30D | -1.3% | +13.8% | -15.0% | -8.1% |
| 3M | -23.9% | -16.6% | -7.3% | -18.2% |
| 6M | -36.8% | +0.7% | -37.5% | -38.7% |
| YTD | -22.2% | +5.3% | -27.5% | -28.1% |
| 1Y | +10.4% | +32.4% | -22.0% | -9.6% |
| 3Y | +72.0% | +406.4% | -334.4% | -36.7% |
| 5Y | -15.6% | +227.9% | -243.5% | -62.2% |
| 10Y | +47.8% | +371.7% | -323.9% | -58.0% |
| All | +47.8% | +378.8% | -331.1% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling