+150.9%
CI vs TPR
+378.8%
-227.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | -1.3% | +6.4% | -7.7% | -2.5% |
| 30D | +6.4% | +13.8% | -7.4% | +3.7% |
| 3M | +10.7% | -16.6% | +27.3% | +13.9% |
| 6M | +5.5% | +0.7% | +4.8% | +4.3% |
| YTD | +11.4% | +5.3% | +6.0% | +8.5% |
| 1Y | +15.0% | +32.4% | -17.3% | +7.0% |
| 3Y | +9.0% | +406.4% | -397.4% | -28.1% |
| 5Y | +52.0% | +227.9% | -176.0% | +6.9% |
| 10Y | +150.9% | +371.7% | -220.8% | +34.8% |
| All | +150.9% | +378.8% | -227.9% | +34.8% |
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