+460.4%
EXC vs TPR
+7,380.8%
-6,920.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.3% | -2.3% | +2.6% | +0.7% |
| 30D | -3.7% | -23.0% | +19.2% | +0.1% |
| 3M | -1.3% | -12.5% | +11.2% | +0.3% |
| 6M | -9.7% | -21.4% | +11.7% | -7.0% |
| YTD | +2.9% | -3.5% | +6.4% | +2.1% |
| 1Y | +4.4% | +17.4% | -13.0% | -0.1% |
| 3Y | +22.2% | +291.3% | -269.0% | -8.1% |
| 5Y | +46.7% | +241.9% | -195.2% | +9.3% |
| 10Y | +155.3% | +322.7% | -167.3% | +64.1% |
| All | +460.4% | +7,380.8% | -6,920.4% | +150.9% |
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