+340.0%
IR vs TPR
+282.4%
+57.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +1.5% | +12.1% | -10.5% | -2.7% |
| 30D | +9.0% | +16.7% | -7.6% | +3.0% |
| 3M | -0.9% | -17.4% | +16.5% | +4.9% |
| 6M | +13.4% | +2.3% | +11.1% | +10.9% |
| YTD | +8.5% | +7.1% | +1.3% | +3.7% |
| 1Y | +11.3% | +29.5% | -18.2% | -0.7% |
| 3Y | +26.0% | +415.0% | -389.1% | -34.9% |
| 5Y | +47.9% | +261.5% | -213.6% | -16.2% |
| All | +340.0% | +282.4% | +57.6% | +106.1% |
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