+40.4%
EXC vs TPR
+230.3%
-189.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | +8.6% | +15.1% | -6.5% | +7.9% |
| 3M | +2.4% | +3.5% | -1.1% | +2.2% |
| 6M | +6.5% | +0.4% | +6.0% | +6.1% |
| YTD | +9.0% | +4.6% | +4.4% | +8.2% |
| 1Y | +4.6% | +33.1% | -28.5% | +2.4% |
| 3Y | +33.5% | +396.0% | -362.5% | +17.5% |
| All | +40.4% | +230.3% | -189.8% | +29.2% |
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