+48.7%
MAR vs TPR
+31.0%
+17.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | +2.9% | +12.1% | -9.2% | -0.1% |
| 30D | +17.0% | +16.7% | +0.4% | +12.5% |
| 3M | +23.2% | -17.4% | +40.5% | +28.7% |
| 6M | +21.7% | +2.3% | +19.5% | +18.2% |
| YTD | +38.9% | +7.1% | +31.7% | +33.2% |
| 1Y | +48.7% | +29.5% | +19.2% | +38.6% |
| All | +48.7% | +31.0% | +17.7% | +38.6% |
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