+80.5%
GM vs TPR
+225.0%
-144.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.1% |
| 7D | -1.1% | -7.3% | +6.2% | +1.8% |
| 30D | -4.6% | -30.7% | +26.2% | +9.1% |
| 3M | +0.2% | -21.6% | +21.8% | +8.9% |
| 6M | +12.6% | -21.3% | +33.9% | +21.4% |
| YTD | +3.7% | -10.2% | +13.9% | +5.2% |
| 1Y | +45.6% | +9.5% | +36.1% | +34.8% |
| 3Y | +162.0% | +280.8% | -118.8% | +24.5% |
| 5Y | +80.5% | +218.7% | -138.2% | -6.3% |
| All | +80.5% | +225.0% | -144.5% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling