+246.5%
GM vs TPR
+253.5%
-7.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.9% | -2.3% | +4.2% | +2.9% |
| 30D | -1.4% | -23.0% | +21.6% | +8.2% |
| 3M | +5.9% | -12.5% | +18.4% | +10.4% |
| 6M | +12.4% | -21.4% | +33.8% | +21.5% |
| YTD | +8.6% | -3.5% | +12.1% | +7.5% |
| 1Y | +52.6% | +17.4% | +35.3% | +38.3% |
| 3Y | +169.7% | +291.3% | -121.6% | +41.3% |
| 5Y | +87.5% | +241.9% | -154.4% | +1.1% |
| 10Y | +233.0% | +322.7% | -89.7% | +39.7% |
| All | +246.5% | +253.5% | -7.0% | +45.4% |
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