+151.5%
EXC vs TPR
+305.2%
-153.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.3% |
| 7D | +1.2% | -3.4% | +4.6% | +1.8% |
| 30D | -2.7% | -27.3% | +24.6% | +2.0% |
| 3M | -1.0% | -16.2% | +15.3% | +1.3% |
| 6M | -9.3% | -17.9% | +8.6% | -7.3% |
| YTD | +3.6% | -7.1% | +10.7% | +3.3% |
| 1Y | +5.9% | +13.6% | -7.7% | +1.6% |
| 3Y | +21.3% | +293.7% | -272.5% | -11.5% |
| 5Y | +46.2% | +239.1% | -192.9% | +5.7% |
| 10Y | +151.5% | +311.2% | -159.7% | +32.5% |
| All | +151.5% | +305.2% | -153.8% | +32.5% |
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