+593.0%
BE vs TPR
+243.2%
+349.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +6.0% | -19.5% | -16.6% |
| 7D | -14.7% | +14.2% | -28.9% | -21.1% |
| 30D | -40.5% | +17.1% | -57.6% | -45.8% |
| 3M | -24.3% | -17.7% | -6.6% | -18.9% |
| 6M | -39.3% | -10.2% | -29.1% | -38.2% |
| YTD | +99.4% | +4.9% | +94.5% | +84.7% |
| 1Y | +26.6% | +36.1% | -9.5% | +2.3% |
| 3Y | +1,616.9% | +416.5% | +1,200.5% | +569.5% |
| 5Y | +441.4% | +254.8% | +186.6% | +150.4% |
| All | +593.0% | +243.2% | +349.8% | +131.7% |
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