+44.1%
AA vs TPR
+365.1%
-321.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +5.3% | -1.1% | +6.4% | +5.9% |
| 30D | -2.3% | +15.1% | -17.4% | -9.6% |
| 3M | -20.8% | -13.4% | -7.4% | -16.5% |
| 6M | -39.8% | +1.4% | -41.2% | -41.9% |
| YTD | -23.3% | +4.8% | -28.1% | -28.9% |
| 1Y | +1.8% | +29.2% | -27.4% | -15.6% |
| 3Y | +69.5% | +403.7% | -334.2% | -37.5% |
| 5Y | -18.0% | +230.8% | -248.8% | -63.4% |
| All | +44.1% | +365.1% | -321.0% | -57.5% |
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