+322.4%
NET vs TPR
+378.8%
-56.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.2% |
| 7D | -16.4% | +12.6% | -29.0% | -18.2% |
| 30D | -25.8% | +7.1% | -33.0% | -26.9% |
| 3M | -11.5% | -19.4% | +7.8% | -8.1% |
| 6M | +18.9% | -9.7% | +28.6% | +18.6% |
| YTD | +35.2% | -1.0% | +36.2% | +29.4% |
| 1Y | +14.5% | +19.3% | -4.8% | +2.0% |
| All | +322.4% | +378.8% | -56.4% | +87.2% |
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