+112.5%
NET vs TPR
+238.5%
-126.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -7.0% | -2.7% | -4.3% | -5.8% |
| 30D | -4.8% | -23.3% | +18.5% | +6.4% |
| 3M | +3.8% | -12.8% | +16.6% | +7.7% |
| 6M | +50.0% | -21.7% | +71.8% | +61.3% |
| YTD | +41.5% | -3.9% | +45.4% | +33.5% |
| 1Y | +32.8% | +16.9% | +15.9% | +9.6% |
| 3Y | +335.9% | +289.8% | +46.1% | +41.9% |
| All | +112.5% | +238.5% | -126.1% | -30.3% |
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