+47.7%
CI vs TPR
+253.5%
-205.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.6% |
| 7D | -1.6% | +14.2% | -15.8% | -2.3% |
| 30D | +5.4% | +17.1% | -11.7% | +4.5% |
| 3M | +7.3% | -17.7% | +25.0% | +8.2% |
| 6M | +5.3% | -10.2% | +15.5% | +5.6% |
| YTD | +8.5% | +4.9% | +3.6% | +7.8% |
| 1Y | +17.1% | +36.1% | -19.0% | +14.9% |
| 3Y | +1.4% | +416.5% | -415.1% | -11.1% |
| All | +47.7% | +253.5% | -205.9% | +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 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