+3,070.1%
MAR vs TPR
+8,033.7%
-4,963.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +4.3% | +14.2% | -9.9% | -1.1% |
| 30D | +16.8% | +17.1% | -0.3% | +9.6% |
| 3M | +16.0% | -17.7% | +33.7% | +23.4% |
| 6M | +16.5% | -10.2% | +26.6% | +18.8% |
| YTD | +35.0% | +4.9% | +30.1% | +29.0% |
| 1Y | +49.4% | +36.1% | +13.2% | +28.4% |
| 3Y | +124.1% | +416.5% | -292.4% | +7.8% |
| 5Y | +159.2% | +254.8% | -95.6% | +38.7% |
| 10Y | +553.9% | +391.7% | +162.2% | +163.7% |
| All | +3,070.1% | +8,033.7% | -4,963.6% | +417.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling