+1,076.1%
BE vs TPR
+239.8%
+836.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +20.0% | -2.3% | +22.3% | +21.7% |
| 30D | +7.9% | -23.0% | +30.9% | +24.2% |
| 3M | -13.2% | -12.5% | -0.7% | -8.7% |
| 6M | +53.5% | -21.4% | +74.9% | +72.9% |
| YTD | +191.0% | -3.5% | +194.5% | +181.6% |
| 1Y | +360.5% | +17.4% | +343.2% | +290.9% |
| 3Y | +1,568.0% | +291.3% | +1,276.8% | +464.8% |
| All | +1,076.1% | +239.8% | +836.3% | +297.9% |
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 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