+220.1%
C vs TPR
+403.1%
-183.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.5% |
| 7D | -0.9% | +12.7% | -13.6% | -5.6% |
| 30D | -5.4% | +17.1% | -22.5% | -11.2% |
| 3M | -9.2% | -15.9% | +6.7% | -4.4% |
| 6M | -1.8% | +2.6% | -4.4% | -4.9% |
| YTD | +6.7% | +7.5% | -0.8% | +0.4% |
| 1Y | +23.5% | +32.9% | -9.4% | +6.7% |
| 3Y | +219.8% | +413.8% | -194.1% | +52.0% |
| 5Y | +112.4% | +263.9% | -151.5% | +10.3% |
| 10Y | +220.1% | +389.7% | -169.6% | +18.4% |
| All | +220.1% | +403.1% | -183.1% | +18.4% |
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