+371.4%
ASX vs TPR
+401.1%
-29.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.2% | +8.0% |
| 7D | -12.3% | +12.7% | -25.0% | -15.7% |
| 30D | -26.0% | +17.1% | -43.1% | -29.9% |
| 3M | -8.1% | -15.9% | +7.8% | -3.8% |
| 6M | +1.4% | +2.6% | -1.2% | -1.8% |
| YTD | +115.6% | +7.5% | +108.1% | +104.4% |
| 1Y | +128.0% | +32.9% | +95.1% | +99.8% |
| 3Y | +371.4% | +413.8% | -42.4% | +142.5% |
| All | +371.4% | +401.1% | -29.7% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling