+236.1%
EW vs TPR
+386.9%
-150.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | +9.3% | +12.1% | -2.8% | +6.7% |
| 30D | +22.1% | +16.7% | +5.4% | +18.2% |
| 3M | +13.0% | -17.4% | +30.4% | +16.8% |
| 6M | +30.1% | +2.3% | +27.8% | +28.3% |
| YTD | +22.0% | +7.1% | +14.9% | +18.4% |
| 1Y | +23.7% | +29.5% | -5.8% | +15.2% |
| 3Y | +62.0% | +415.0% | -353.1% | +6.9% |
| 5Y | -12.4% | +261.5% | -273.9% | -39.2% |
| 10Y | +236.1% | +383.3% | -147.3% | +96.0% |
| All | +236.1% | +386.9% | -150.8% | +96.0% |
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