+1,803.2%
BE vs TPR
+404.6%
+1,398.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -29.4% |
| 3M | -14.9% | -13.4% | -1.5% | -10.5% |
| 6M | -28.1% | +1.4% | -29.4% | -31.8% |
| YTD | +132.4% | +4.8% | +127.6% | +113.5% |
| 1Y | +59.4% | +29.2% | +30.2% | +28.9% |
| All | +1,803.2% | +404.6% | +1,398.6% | +288.1% |
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