+25.8%
C vs TPR
+28.7%
-2.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.9% |
| 7D | -0.4% | +6.4% | -6.8% | -1.7% |
| 30D | -5.3% | +13.8% | -19.1% | -7.8% |
| 3M | -8.0% | -16.6% | +8.6% | -4.8% |
| 6M | -0.3% | +0.7% | -0.9% | -2.7% |
| YTD | +8.6% | +5.3% | +3.3% | +6.8% |
| 1Y | +25.8% | +32.4% | -6.5% | +13.0% |
| All | +25.8% | +28.7% | -2.9% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling