+1,381.0%
NET vs TPR
+466.0%
+915.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.6% |
| 7D | -16.4% | +12.6% | -29.0% | -19.3% |
| 30D | -25.8% | +7.1% | -33.0% | -27.5% |
| 3M | -11.5% | -19.4% | +7.8% | -7.4% |
| 6M | +18.9% | -9.7% | +28.6% | +18.9% |
| YTD | +35.2% | -1.0% | +36.2% | +30.0% |
| 1Y | +14.5% | +19.3% | -4.8% | +3.0% |
| 3Y | +313.8% | +379.0% | -65.1% | +131.0% |
| 5Y | +32.6% | +239.1% | -206.5% | -19.4% |
| All | +1,381.0% | +466.0% | +915.0% | +824.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling