-33.2%
INFY vs TPR
+286.9%
-320.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | -9.8% | -5.1% | -4.6% | -9.0% |
| 30D | -13.4% | -27.6% | +14.1% | -9.5% |
| 3M | -7.2% | -17.5% | +10.2% | -5.0% |
| 6M | -20.6% | -21.3% | +0.7% | -18.4% |
| YTD | -37.5% | -8.5% | -29.0% | -37.2% |
| 1Y | -33.4% | +11.5% | -44.8% | -35.3% |
| All | -33.2% | +286.9% | -320.1% | -48.2% |
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