+26.2%
MAR vs TPR
+18.2%
+8.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -4.2% | -2.7% | -1.5% | -3.5% |
| 30D | -6.7% | -23.3% | +16.6% | -0.8% |
| 3M | -12.5% | -12.8% | +0.3% | -10.7% |
| 6M | +0.6% | -21.7% | +22.3% | +4.9% |
| YTD | +9.1% | -3.9% | +13.0% | +8.1% |
| 1Y | +26.2% | +16.9% | +9.3% | +19.3% |
| All | +26.2% | +18.2% | +8.0% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling