+3,847.4%
ANET vs TPR
+327.7%
+3,519.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +5.0% |
| 7D | +3.0% | -3.0% | +6.0% | +3.9% |
| 30D | -5.2% | -22.6% | +17.5% | +1.4% |
| 3M | +27.6% | -18.2% | +45.8% | +33.7% |
| 6M | +44.4% | -18.0% | +62.4% | +50.1% |
| YTD | +52.3% | -6.4% | +58.7% | +51.4% |
| 1Y | +30.4% | +12.3% | +18.1% | +22.0% |
| 3Y | +313.3% | +298.7% | +14.6% | +161.8% |
| 5Y | +810.0% | +232.5% | +577.5% | +488.7% |
| All | +3,847.4% | +327.7% | +3,519.7% | +2,089.2% |
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