+371.3%
B vs TPR
+7,380.8%
-7,009.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.5% |
| 30D | +9.4% | -23.0% | +32.4% | +11.0% |
| 3M | +5.0% | -12.5% | +17.5% | +5.7% |
| 6M | -3.5% | -21.4% | +17.9% | -2.3% |
| YTD | +4.5% | -3.5% | +8.0% | +4.5% |
| 1Y | +67.8% | +17.4% | +50.4% | +65.8% |
| 3Y | +196.7% | +291.3% | -94.6% | +173.1% |
| 5Y | +151.9% | +241.9% | -90.0% | +131.4% |
| 10Y | +202.2% | +322.7% | -120.5% | +165.9% |
| All | +371.3% | +7,380.8% | -7,009.5% | +318.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling