-19.4%
INFY vs TPR
+403.8%
-423.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +7.1% | +15.1% | -8.1% | +4.7% |
| 3M | -1.0% | +3.5% | -4.5% | -1.7% |
| 6M | +5.9% | +0.4% | +5.4% | +4.9% |
| YTD | -29.5% | +4.6% | -34.1% | -30.8% |
| 1Y | -26.0% | +33.1% | -59.1% | -29.9% |
| 3Y | -19.4% | +396.0% | -415.4% | -38.5% |
| All | -19.4% | +403.8% | -423.2% | -38.5% |
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