+271.2%
EW vs TPR
+364.3%
-93.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | +23.9% | +15.1% | +8.8% | +20.4% |
| 3M | +15.8% | +3.5% | +12.2% | +14.7% |
| 6M | +31.7% | +0.4% | +31.2% | +30.3% |
| YTD | +25.7% | +4.6% | +21.1% | +22.5% |
| 1Y | +24.4% | +33.1% | -8.7% | +15.2% |
| 3Y | +65.9% | +396.0% | -330.1% | +10.2% |
| 5Y | -7.6% | +230.3% | -237.9% | -34.6% |
| All | +271.2% | +364.3% | -93.1% | +115.2% |
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