+52,659.0%
FIX vs TPR
+7,380.8%
+45,278.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +6.0% | -2.7% | +8.7% | +7.1% |
| 30D | -7.2% | -23.3% | +16.0% | +1.1% |
| 3M | -15.9% | -12.8% | -3.0% | -12.8% |
| 6M | +12.7% | -21.7% | +34.5% | +21.4% |
| YTD | +72.8% | -3.9% | +76.7% | +72.1% |
| 1Y | +122.9% | +16.9% | +106.0% | +106.3% |
| 3Y | +774.3% | +289.8% | +484.5% | +405.8% |
| 5Y | +2,049.5% | +241.9% | +1,807.6% | +1,146.2% |
| 10Y | +5,821.5% | +322.7% | +5,498.8% | +2,672.0% |
| All | +52,659.0% | +7,380.8% | +45,278.2% | +10,061.4% |
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