-45.5%
INFY vs TPR
+222.6%
-268.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | -9.8% | -5.1% | -4.6% | -8.9% |
| 30D | -13.4% | -27.6% | +14.1% | -8.6% |
| 3M | -7.2% | -17.5% | +10.2% | -4.5% |
| 6M | -20.6% | -21.3% | +0.7% | -17.9% |
| YTD | -37.5% | -8.5% | -29.0% | -37.2% |
| 1Y | -33.4% | +11.5% | -44.8% | -35.8% |
| 3Y | -32.4% | +288.0% | -320.4% | -50.7% |
| 5Y | -45.5% | +225.2% | -270.6% | -60.0% |
| All | -45.5% | +222.6% | -268.1% | -60.0% |
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