+43.5%
F vs TPR
+407.4%
-363.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +1.6% | +14.2% | -12.6% | -2.2% |
| 30D | +2.6% | +17.1% | -14.4% | -1.9% |
| 3M | -8.8% | -17.7% | +8.9% | -4.7% |
| 6M | +4.6% | -10.2% | +14.8% | +6.1% |
| YTD | -1.9% | +4.9% | -6.8% | -4.9% |
| 1Y | -0.8% | +36.1% | -36.9% | -10.5% |
| 3Y | +43.5% | +416.5% | -373.0% | -37.5% |
| All | +43.5% | +407.4% | -363.9% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling