-11.4%
F vs TPR
+255.9%
-267.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.2% | -3.8% |
| 7D | +1.4% | +13.9% | -12.5% | -3.7% |
| 30D | +2.0% | +14.9% | -12.9% | -3.4% |
| 3M | -10.4% | -15.4% | +5.0% | -5.6% |
| 6M | +9.7% | -4.5% | +14.2% | +9.2% |
| YTD | -1.2% | +6.0% | -7.2% | -6.0% |
| 1Y | 0.0% | +24.3% | -24.3% | -11.3% |
| 3Y | +41.1% | +412.8% | -371.7% | -41.1% |
| 5Y | -11.4% | +258.4% | -269.9% | -56.6% |
| All | -11.4% | +255.9% | -267.4% | -56.6% |
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