+5,006.7%
EW vs TPR
+7,380.8%
-2,374.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -2.3% | +2.0% | +0.1% |
| 30D | +1.0% | -23.0% | +24.0% | +5.6% |
| 3M | +2.8% | -12.5% | +15.3% | +4.8% |
| 6M | +5.5% | -21.4% | +26.9% | +9.3% |
| YTD | +5.5% | -3.5% | +9.0% | +4.8% |
| 1Y | +11.0% | +17.4% | -6.3% | +5.9% |
| 3Y | +17.7% | +291.3% | -273.5% | -13.1% |
| 5Y | -25.7% | +241.9% | -267.7% | -45.1% |
| 10Y | +132.8% | +322.7% | -189.9% | +50.0% |
| All | +5,006.7% | +7,380.8% | -2,374.0% | +2,649.9% |
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 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