+240.4%
GM vs TPR
+419.9%
-179.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | +0.4% | +12.1% | -11.7% | -2.8% |
| 30D | +7.2% | +16.7% | -9.5% | +2.6% |
| 3M | +1.0% | -17.4% | +18.4% | +5.6% |
| 6M | +13.0% | +2.3% | +10.7% | +11.1% |
| YTD | +9.8% | +7.1% | +2.6% | +6.0% |
| 1Y | +25.9% | +29.5% | -3.6% | +15.1% |
| 3Y | +240.4% | +415.0% | -174.6% | +52.1% |
| All | +240.4% | +419.9% | -179.4% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling