+53.9%
F vs TPR
+239.8%
-185.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | -2.3% | +7.6% | +6.3% |
| 30D | +4.6% | -23.0% | +27.6% | +14.5% |
| 3M | -3.7% | -12.5% | +8.8% | -0.1% |
| 6M | +16.8% | -21.4% | +38.3% | +25.8% |
| YTD | +15.3% | -3.5% | +18.8% | +13.9% |
| 1Y | +31.0% | +17.4% | +13.7% | +18.4% |
| 3Y | +45.4% | +291.3% | -245.8% | -31.5% |
| All | +53.9% | +239.8% | -185.9% | -24.5% |
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 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