+48.4%
IR vs TPR
+239.8%
-191.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.8% | -2.3% | -0.5% | -2.0% |
| 30D | -15.1% | -23.0% | +7.8% | -7.9% |
| 3M | +6.1% | -12.5% | +18.5% | +9.9% |
| 6M | -16.8% | -21.4% | +4.6% | -10.8% |
| YTD | -3.5% | -3.5% | 0.0% | -4.0% |
| 1Y | -3.5% | +17.4% | -20.8% | -10.7% |
| 3Y | +9.5% | +291.3% | -281.8% | -37.4% |
| All | +48.4% | +239.8% | -191.4% | -14.0% |
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