+161.8%
MAR vs TPR
+239.8%
-78.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | -2.3% | -1.8% | -3.4% |
| 30D | -6.7% | -23.0% | +16.3% | +0.9% |
| 3M | -12.5% | -12.5% | 0.0% | -9.6% |
| 6M | +0.6% | -21.4% | +22.0% | +7.2% |
| YTD | +9.1% | -3.5% | +12.6% | +8.1% |
| 1Y | +26.2% | +17.4% | +8.9% | +16.1% |
| 3Y | +68.2% | +291.3% | -223.1% | -4.1% |
| All | +161.8% | +239.8% | -78.0% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling