+497.7%
ANET vs TPR
+230.3%
+267.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.4% | -4.5% |
| 7D | +15.5% | -0.3% | +15.8% | +15.6% |
| 30D | +1.0% | +15.1% | -14.2% | -3.9% |
| 3M | -3.1% | +3.5% | -6.6% | -4.9% |
| 6M | +40.2% | +0.4% | +39.8% | +36.8% |
| YTD | +50.6% | +4.6% | +46.0% | +42.8% |
| 1Y | +51.4% | +33.1% | +18.3% | +31.0% |
| 3Y | +275.3% | +396.0% | -120.7% | +94.6% |
| All | +497.7% | +230.3% | +267.4% | +240.2% |
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 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