+78.9%
INFY vs TPR
+327.7%
-248.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +1.0% |
| 7D | -5.4% | -3.0% | -2.4% | -4.8% |
| 30D | -9.9% | -22.6% | +12.8% | -5.4% |
| 3M | -4.6% | -18.2% | +13.6% | -1.1% |
| 6M | -18.5% | -18.0% | -0.5% | -16.0% |
| YTD | -36.5% | -6.4% | -30.1% | -36.5% |
| 1Y | -32.8% | +12.3% | -45.1% | -35.5% |
| 3Y | -32.2% | +298.7% | -330.9% | -52.1% |
| 5Y | -44.7% | +232.5% | -277.2% | -60.7% |
| All | +78.9% | +327.7% | -248.9% | +3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling