+150.3%
CI vs TPR
+386.9%
-236.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.6% |
| 7D | +2.6% | +12.1% | -9.5% | +0.3% |
| 30D | +7.3% | +16.7% | -9.3% | +4.1% |
| 3M | +9.5% | -17.4% | +26.9% | +12.9% |
| 6M | +6.4% | +2.3% | +4.1% | +4.9% |
| YTD | +12.0% | +7.1% | +4.9% | +8.8% |
| 1Y | +20.1% | +29.5% | -9.4% | +12.2% |
| 3Y | +9.6% | +415.0% | -405.5% | -27.9% |
| 5Y | +52.7% | +261.5% | -208.8% | +4.6% |
| 10Y | +150.3% | +383.3% | -233.0% | +33.8% |
| All | +150.3% | +386.9% | -236.6% | +33.8% |
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