+5,702.0%
EW vs TPR
+8,033.7%
-2,331.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +11.0% | +14.2% | -3.2% | +8.3% |
| 30D | +19.1% | +17.1% | +2.0% | +15.6% |
| 3M | +14.4% | -17.7% | +32.1% | +17.9% |
| 6M | +22.8% | -10.2% | +32.9% | +24.0% |
| YTD | +19.8% | +4.9% | +14.9% | +17.1% |
| 1Y | +23.9% | +36.1% | -12.2% | +15.2% |
| 3Y | +52.2% | +416.5% | -364.2% | +6.6% |
| 5Y | -13.9% | +254.8% | -268.7% | -36.7% |
| 10Y | +241.9% | +391.7% | -149.9% | +114.2% |
| All | +5,702.0% | +8,033.7% | -2,331.6% | +2,972.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling