+43.8%
EXC vs TPR
+253.5%
-209.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.9% |
| 7D | -1.2% | +14.2% | -15.4% | -1.8% |
| 30D | +10.0% | +17.1% | -7.1% | +9.2% |
| 3M | +1.6% | -17.7% | +19.3% | +2.3% |
| 6M | +3.3% | -10.2% | +13.4% | +3.4% |
| YTD | +7.6% | +4.9% | +2.7% | +6.7% |
| 1Y | +3.5% | +36.1% | -32.7% | +1.2% |
| 3Y | +27.7% | +416.5% | -388.8% | +12.1% |
| All | +43.8% | +253.5% | -209.7% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling