+46.8%
IR vs TPR
+223.9%
-177.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +4.3% | -1.1% | +5.4% | +4.7% |
| 30D | +8.1% | +15.1% | -7.0% | +2.7% |
| 3M | +0.7% | -13.4% | +14.1% | +4.7% |
| 6M | +16.6% | +1.4% | +15.3% | +14.3% |
| YTD | +7.8% | +4.8% | +3.0% | +3.9% |
| 1Y | +9.9% | +29.2% | -19.3% | -1.7% |
| 3Y | +25.2% | +403.7% | -378.5% | -36.2% |
| 5Y | +46.8% | +230.8% | -184.0% | -13.2% |
| All | +46.8% | +223.9% | -177.1% | -13.2% |
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