+23.7%
MAR vs TPR
+12.7%
+11.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -1.4% |
| 7D | -1.7% | -3.4% | +1.6% | -0.9% |
| 30D | -6.9% | -27.3% | +20.4% | +0.4% |
| 3M | -15.8% | -16.2% | +0.4% | -13.2% |
| 6M | +1.9% | -17.9% | +19.8% | +5.2% |
| YTD | +6.6% | -7.1% | +13.7% | +6.6% |
| 1Y | +23.7% | +13.6% | +10.1% | +18.4% |
| All | +23.7% | +12.7% | +11.0% | +18.4% |
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