+186.7%
B vs TPR
+383.4%
-196.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | +9.6% | +14.2% | -4.6% | +8.7% |
| 30D | +3.5% | +17.1% | -13.6% | +2.5% |
| 3M | -1.6% | -17.7% | +16.1% | -0.6% |
| 6M | -1.7% | -10.2% | +8.5% | -1.3% |
| YTD | -5.3% | +4.9% | -10.2% | -5.8% |
| 1Y | +27.2% | +36.1% | -8.9% | +25.0% |
| 3Y | +166.1% | +416.5% | -250.3% | +145.7% |
| 5Y | +136.5% | +254.8% | -118.3% | +119.7% |
| All | +186.7% | +383.4% | -196.7% | +150.7% |
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