+216.9%
B vs TPR
+365.1%
-148.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | -6.2% | -1.1% | -5.0% | -6.1% |
| 30D | -6.6% | +15.1% | -21.7% | -7.5% |
| 3M | -7.9% | -13.4% | +5.5% | -7.2% |
| 6M | -16.8% | +1.4% | -18.2% | -17.0% |
| YTD | -11.7% | +4.8% | -16.4% | -12.1% |
| 1Y | +3.5% | +29.2% | -25.7% | +1.9% |
| 3Y | +165.7% | +403.7% | -238.0% | +145.2% |
| 5Y | +108.4% | +230.8% | -122.4% | +93.8% |
| All | +216.9% | +365.1% | -148.1% | +168.4% |
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