+336.0%
IR vs TPR
+275.9%
+60.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | +1.1% | +6.4% | -5.3% | -1.3% |
| 30D | +7.6% | +13.8% | -6.2% | +2.6% |
| 3M | +0.1% | -16.6% | +16.7% | +5.5% |
| 6M | +14.0% | +0.7% | +13.3% | +12.0% |
| YTD | +7.5% | +5.3% | +2.1% | +3.4% |
| 1Y | +10.1% | +32.4% | -22.2% | -2.4% |
| 3Y | +24.9% | +406.4% | -381.5% | -35.1% |
| 5Y | +46.9% | +227.9% | -181.1% | -13.6% |
| All | +336.0% | +275.9% | +60.0% | +105.4% |
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