+223.5%
C vs TPR
+383.4%
-159.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -2.4% | +14.2% | -16.6% | -7.5% |
| 30D | -6.0% | +17.1% | -23.1% | -11.8% |
| 3M | -10.5% | -17.7% | +7.2% | -5.1% |
| 6M | -5.7% | -10.2% | +4.5% | -4.3% |
| YTD | +4.1% | +4.9% | -0.8% | -1.1% |
| 1Y | +20.5% | +36.1% | -15.6% | +3.0% |
| 3Y | +208.1% | +416.5% | -208.3% | +45.9% |
| 5Y | +110.4% | +254.8% | -144.4% | +10.3% |
| All | +223.5% | +383.4% | -159.9% | +20.6% |
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