+707.7%
BE vs TPR
+242.7%
+465.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | +20.5% | -1.1% | +21.7% | +21.2% |
| 30D | -23.4% | +15.1% | -38.5% | -29.7% |
| 3M | -14.9% | -13.4% | -1.5% | -11.1% |
| 6M | -28.1% | +1.4% | -29.4% | -31.6% |
| YTD | +132.4% | +4.8% | +127.6% | +114.9% |
| 1Y | +59.4% | +29.2% | +30.2% | +32.1% |
| 3Y | +1,815.8% | +403.7% | +1,412.2% | +653.9% |
| 5Y | +491.3% | +230.8% | +260.5% | +181.9% |
| All | +707.7% | +242.7% | +465.0% | +169.5% |
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