+207.0%
C vs TPR
+364.3%
-157.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +4.2% | -0.3% | +4.5% | +4.3% |
| 30D | +2.0% | +15.1% | -13.1% | -3.8% |
| 3M | -10.1% | +3.5% | -13.6% | -11.9% |
| 6M | +1.0% | +0.4% | +0.5% | -1.4% |
| YTD | +8.5% | +4.6% | +3.9% | +3.1% |
| 1Y | +25.7% | +33.1% | -7.4% | +8.5% |
| 3Y | +216.0% | +396.0% | -180.0% | +52.4% |
| 5Y | +112.3% | +230.3% | -118.0% | +15.1% |
| All | +207.0% | +364.3% | -157.2% | +17.7% |
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 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