+10.6%
CI vs TPR
-4.2%
+14.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.1% | -8.4% | -1.5% |
| 7D | +1.0% | +13.9% | -12.8% | +0.7% |
| 30D | +9.9% | +14.9% | -5.0% | +9.4% |
| 3M | +12.1% | -15.4% | +27.5% | +11.0% |
| 6M | +10.6% | -4.5% | +15.1% | +10.3% |
| All | +10.6% | -4.2% | +14.8% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling