-9.9%
IR vs TPR
+12.3%
-22.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.9% |
| 7D | -4.5% | -3.0% | -1.5% | -3.6% |
| 30D | -13.9% | -22.6% | +8.7% | -7.3% |
| 3M | -0.3% | -18.2% | +17.8% | +4.8% |
| 6M | -14.3% | -18.0% | +3.6% | -10.5% |
| YTD | -7.9% | -6.4% | -1.5% | -7.2% |
| 1Y | -9.9% | +12.3% | -22.2% | -13.8% |
| All | -9.9% | +12.3% | -22.2% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling