-15.6%
AA vs TPR
+238.0%
-253.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.3% | +3.4% |
| 7D | +1.1% | +6.4% | -5.3% | -1.9% |
| 30D | -1.3% | +13.8% | -15.0% | -7.2% |
| 3M | -23.9% | -16.6% | -7.3% | -18.6% |
| 6M | -36.8% | +0.7% | -37.5% | -38.5% |
| YTD | -22.2% | +5.3% | -27.5% | -27.5% |
| 1Y | +10.4% | +32.4% | -22.0% | -8.3% |
| 3Y | +72.0% | +406.4% | -334.4% | -35.5% |
| 5Y | -15.6% | +227.9% | -243.5% | -62.3% |
| All | -15.6% | +238.0% | -253.6% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling