+44.1%
IR vs TPR
+253.5%
-209.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +3.7% | +14.2% | -10.5% | -1.1% |
| 30D | +7.4% | +17.1% | -9.6% | +1.5% |
| 3M | -5.9% | -17.7% | +11.8% | -0.5% |
| 6M | +5.6% | -10.2% | +15.7% | +7.6% |
| YTD | +4.8% | +4.9% | -0.1% | +1.0% |
| 1Y | +6.9% | +36.1% | -29.2% | -6.1% |
| 3Y | +27.6% | +416.5% | -388.9% | -35.0% |
| All | +44.1% | +253.5% | -209.4% | -18.1% |
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 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