+52.3%
GM vs TPR
+18.2%
+34.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +1.7% | -2.7% | +4.4% | +2.3% |
| 30D | -1.6% | -23.3% | +21.7% | +4.1% |
| 3M | +5.7% | -12.8% | +18.5% | +8.1% |
| 6M | +12.2% | -21.7% | +33.9% | +16.1% |
| YTD | +8.4% | -3.9% | +12.3% | +10.2% |
| 1Y | +52.3% | +16.9% | +35.4% | +52.8% |
| All | +52.3% | +18.2% | +34.1% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling