+497.5%
EXC vs TPR
+8,117.6%
-7,620.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.4% | -0.5% |
| 7D | +1.4% | +13.9% | -12.5% | -0.8% |
| 30D | +11.6% | +14.9% | -3.3% | +9.0% |
| 3M | +2.7% | -15.4% | +18.0% | +4.9% |
| 6M | +2.7% | -4.5% | +7.1% | +2.4% |
| YTD | +9.7% | +6.0% | +3.7% | +7.0% |
| 1Y | +4.5% | +24.3% | -19.8% | -1.0% |
| 3Y | +28.5% | +412.8% | -384.4% | -7.9% |
| 5Y | +43.9% | +258.4% | -214.5% | +6.6% |
| 10Y | +183.7% | +396.8% | -213.1% | +77.3% |
| All | +497.5% | +8,117.6% | -7,620.1% | +163.0% |
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