+142.2%
CI vs TPR
+365.1%
-222.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -1.7% | -1.1% | -0.6% | -1.5% |
| 30D | +4.9% | +15.1% | -10.2% | +2.0% |
| 3M | +7.4% | -13.4% | +20.8% | +9.7% |
| 6M | +0.4% | +1.4% | -1.0% | -0.9% |
| YTD | +9.5% | +4.8% | +4.7% | +6.8% |
| 1Y | +12.0% | +29.2% | -17.2% | +4.7% |
| 3Y | +7.1% | +403.7% | -396.6% | -29.3% |
| 5Y | +49.3% | +230.8% | -181.5% | +4.8% |
| All | +142.2% | +365.1% | -222.9% | +32.3% |
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