+200.5%
B vs TPR
+403.1%
-202.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.8% | +4.1% |
| 7D | +11.3% | +12.7% | -1.4% | +10.5% |
| 30D | +2.9% | +17.1% | -14.1% | +1.9% |
| 3M | -2.9% | -15.9% | +13.0% | -2.0% |
| 6M | -1.2% | +2.6% | -3.8% | -1.5% |
| YTD | -1.3% | +7.5% | -8.8% | -1.9% |
| 1Y | +30.4% | +32.9% | -2.5% | +28.2% |
| 3Y | +195.3% | +413.8% | -218.6% | +172.5% |
| 5Y | +146.2% | +263.9% | -117.7% | +128.4% |
| 10Y | +200.5% | +389.7% | -189.2% | +160.6% |
| All | +200.5% | +403.1% | -202.7% | +160.6% |
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 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