+164.7%
B vs TPR
+412.6%
-248.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.5% | -0.6% |
| 7D | +4.3% | +13.9% | -9.5% | +2.2% |
| 30D | -0.9% | +14.9% | -15.9% | -3.1% |
| 3M | -1.4% | -15.4% | +14.0% | +0.7% |
| 6M | +5.0% | -4.5% | +9.5% | +4.9% |
| YTD | -5.8% | +6.0% | -11.8% | -7.1% |
| 1Y | +25.6% | +24.3% | +1.3% | +21.3% |
| All | +164.7% | +412.6% | -248.0% | +88.0% |
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