+319.4%
IR vs TPR
+278.3%
+41.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.1% | -9.8% | -5.3% |
| 7D | +2.3% | +13.9% | -11.6% | -2.5% |
| 30D | +3.3% | +14.9% | -11.6% | -1.8% |
| 3M | -9.0% | -15.4% | +6.3% | -4.6% |
| 6M | +8.0% | -4.5% | +12.5% | +7.8% |
| YTD | +3.4% | +6.0% | -2.6% | -0.8% |
| 1Y | +4.5% | +24.3% | -19.8% | -5.6% |
| 3Y | +25.6% | +412.8% | -387.2% | -35.0% |
| 5Y | +43.8% | +258.4% | -214.6% | -18.2% |
| All | +319.4% | +278.3% | +41.2% | +97.2% |
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 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