+1,616.9%
BE vs TPR
+407.4%
+1,209.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +6.0% | -19.5% | -16.4% |
| 7D | -14.7% | +14.2% | -28.9% | -20.9% |
| 30D | -40.5% | +17.1% | -57.6% | -45.7% |
| 3M | -24.3% | -17.7% | -6.6% | -18.2% |
| 6M | -39.3% | -10.2% | -29.1% | -38.1% |
| YTD | +99.4% | +4.9% | +94.5% | +83.2% |
| 1Y | +26.6% | +36.1% | -9.5% | -0.7% |
| 3Y | +1,616.9% | +416.5% | +1,200.5% | +205.1% |
| All | +1,616.9% | +407.4% | +1,209.5% | +205.1% |
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