+31,514.0%
FIX vs TPR
+8,117.6%
+23,396.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +7.1% | -18.7% | -14.1% |
| 7D | -27.2% | +13.9% | -41.1% | -31.1% |
| 30D | -46.9% | +14.9% | -61.8% | -50.0% |
| 3M | -44.4% | -15.4% | -29.0% | -42.1% |
| 6M | -50.9% | -4.5% | -46.4% | -51.5% |
| YTD | +3.5% | +6.0% | -2.5% | -1.4% |
| 1Y | -2.1% | +24.3% | -26.4% | -12.2% |
| 3Y | +418.7% | +412.8% | +5.9% | +169.6% |
| 5Y | +894.6% | +258.4% | +636.1% | +462.3% |
| 10Y | +3,465.5% | +396.8% | +3,068.7% | +1,464.0% |
| All | +31,514.0% | +8,117.6% | +23,396.4% | +5,727.2% |
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