+248.8%
EW vs TPR
+378.8%
-130.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.1% |
| 7D | +6.5% | +6.4% | +0.1% | +5.1% |
| 30D | +22.5% | +13.8% | +8.7% | +19.2% |
| 3M | +13.0% | -16.6% | +29.6% | +16.6% |
| 6M | +37.1% | +0.7% | +36.4% | +35.7% |
| YTD | +24.1% | +5.3% | +18.8% | +20.8% |
| 1Y | +24.2% | +32.4% | -8.1% | +15.2% |
| 3Y | +64.8% | +406.4% | -341.6% | +9.1% |
| 5Y | -7.4% | +227.9% | -235.4% | -34.3% |
| 10Y | +248.8% | +371.7% | -122.9% | +102.9% |
| All | +248.8% | +378.8% | -130.1% | +102.9% |
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