-16.1%
AA vs TPR
+8,033.7%
-8,049.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.4% |
| 7D | +0.9% | +14.2% | -13.3% | -5.4% |
| 30D | -6.7% | +17.1% | -23.8% | -13.6% |
| 3M | -16.3% | -17.7% | +1.4% | -10.3% |
| 6M | -37.1% | -10.2% | -26.9% | -35.8% |
| YTD | -25.0% | +4.9% | -29.9% | -29.7% |
| 1Y | +8.6% | +36.1% | -27.6% | -9.6% |
| 3Y | +57.2% | +416.5% | -359.2% | -32.7% |
| 5Y | -13.0% | +254.8% | -267.8% | -56.9% |
| 10Y | +65.5% | +391.7% | -326.2% | -36.7% |
| All | -16.1% | +8,033.7% | -8,049.8% | -90.1% |
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