+105.5%
B vs TPR
+230.3%
-124.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -7.3% | -0.3% | -7.0% | -7.3% |
| 30D | -3.3% | +15.1% | -18.5% | -5.0% |
| 3M | -7.8% | +3.5% | -11.3% | -8.3% |
| 6M | -15.5% | +0.4% | -16.0% | -15.9% |
| YTD | -12.3% | +4.6% | -16.9% | -13.0% |
| 1Y | +5.4% | +33.1% | -27.7% | +2.1% |
| 3Y | +165.5% | +396.0% | -230.4% | +127.3% |
| All | +105.5% | +230.3% | -124.7% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling