+3.9%
AA vs TPR
+31.0%
-27.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +1.2% | +12.1% | -10.8% | -1.3% |
| 30D | -5.0% | +16.7% | -21.7% | -8.3% |
| 3M | -22.2% | -17.4% | -4.8% | -18.0% |
| 6M | -36.3% | +2.3% | -38.6% | -37.0% |
| YTD | -24.2% | +7.1% | -31.3% | -28.7% |
| 1Y | +3.9% | +29.5% | -25.6% | -18.7% |
| All | +3.9% | +31.0% | -27.1% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling