+620.7%
GEV vs TPR
+180.0%
+440.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.3% | -2.3% | +5.6% | +4.2% |
| 30D | -7.5% | -23.0% | +15.5% | +0.8% |
| 3M | -2.2% | -12.5% | +10.3% | +0.5% |
| 6M | +12.1% | -21.4% | +33.5% | +19.9% |
| YTD | +44.4% | -3.5% | +47.9% | +40.4% |
| 1Y | +57.7% | +17.4% | +40.3% | +38.8% |
| All | +620.7% | +180.0% | +440.7% | +362.1% |
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