+120.1%
MAR vs TPR
+403.8%
-283.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +13.8% | +15.1% | -1.3% | +9.4% |
| 3M | +20.3% | +3.5% | +16.8% | +18.8% |
| 6M | +21.3% | +0.4% | +20.9% | +19.4% |
| YTD | +37.2% | +4.6% | +32.6% | +32.9% |
| 1Y | +48.4% | +33.1% | +15.3% | +34.2% |
| 3Y | +120.1% | +396.0% | -275.9% | +38.0% |
| All | +120.1% | +403.8% | -283.6% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling