+291.3%
IR vs TPR
+244.3%
+46.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.7% |
| 3M | +6.1% | -12.5% | +18.5% | +10.1% |
| 6M | -16.8% | -21.4% | +4.6% | -10.6% |
| YTD | -3.5% | -3.5% | 0.0% | -4.0% |
| 1Y | -3.5% | +17.4% | -20.8% | -10.9% |
| 3Y | +9.5% | +291.3% | -281.8% | -37.3% |
| 5Y | +45.1% | +241.9% | -196.8% | -16.1% |
| All | +291.3% | +244.3% | +46.9% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling