-35.3%
DOW vs TPR
+308.4%
-343.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | -2.3% | -0.1% | -2.1% |
| 30D | +0.4% | -23.0% | +23.3% | +4.1% |
| 3M | -14.4% | -12.5% | -1.9% | -13.3% |
| 6M | -7.0% | -21.4% | +14.5% | -4.3% |
| YTD | +30.2% | -3.5% | +33.7% | +26.2% |
| 1Y | +29.2% | +17.4% | +11.9% | +18.0% |
| All | -35.3% | +308.4% | -343.7% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling