+5.7%
AA vs TPR
+7,380.8%
-7,375.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.7% | -2.3% | +1.6% | +0.3% |
| 30D | +5.0% | -23.0% | +28.0% | +17.0% |
| 3M | -35.8% | -12.5% | -23.4% | -32.8% |
| 6M | -18.4% | -21.4% | +3.0% | -11.4% |
| YTD | -5.5% | -3.5% | -2.0% | -7.2% |
| 1Y | +61.0% | +17.4% | +43.6% | +43.6% |
| 3Y | +66.2% | +291.3% | -225.0% | -18.3% |
| 5Y | +11.4% | +241.9% | -230.5% | -43.5% |
| 10Y | +116.9% | +322.7% | -205.8% | -10.7% |
| All | +5.7% | +7,380.8% | -7,375.1% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling