+130.7%
C vs TPR
+239.8%
-109.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | -2.3% | +5.9% | +4.3% |
| 30D | +0.1% | -23.0% | +23.0% | +7.4% |
| 3M | +2.4% | -12.5% | +14.9% | +5.4% |
| 6M | +24.9% | -21.4% | +46.4% | +32.2% |
| YTD | +19.8% | -3.5% | +23.3% | +18.5% |
| 1Y | +44.9% | +17.4% | +27.5% | +33.7% |
| 3Y | +263.0% | +291.3% | -28.3% | +121.1% |
| All | +130.7% | +239.8% | -109.2% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling