+5,537.2%
ANET vs TPR
+338.4%
+5,198.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.8% | -2.3% | +1.5% | -0.2% |
| 30D | -1.8% | -23.0% | +21.2% | +5.1% |
| 3M | +16.7% | -12.5% | +29.2% | +19.9% |
| 6M | +43.7% | -21.4% | +65.2% | +51.3% |
| YTD | +47.9% | -3.5% | +51.4% | +45.8% |
| 1Y | +37.3% | +17.4% | +19.9% | +26.9% |
| 3Y | +292.7% | +291.3% | +1.5% | +150.2% |
| 5Y | +753.8% | +241.9% | +511.9% | +448.0% |
| 10Y | +3,730.1% | +322.7% | +3,407.5% | +1,941.8% |
| All | +5,537.2% | +338.4% | +5,198.8% | +2,770.6% |
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