+39.4%
GM vs TPR
+20.9%
+18.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.7% |
| 7D | +12.1% | +12.6% | -0.6% | +8.8% |
| 30D | +15.2% | +7.1% | +8.1% | +13.1% |
| 3M | +4.9% | -19.4% | +24.2% | +9.6% |
| 6M | +22.6% | -9.7% | +32.3% | +23.5% |
| YTD | +14.4% | -1.0% | +15.4% | +15.5% |
| 1Y | +39.4% | +19.3% | +20.1% | +37.0% |
| All | +39.4% | +20.9% | +18.5% | +37.0% |
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