+18.3%
NOW vs TPR
+292.1%
-273.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | -2.3% | -0.1% | -2.1% |
| 30D | +20.5% | -23.0% | +43.5% | +24.2% |
| 3M | +18.3% | -12.5% | +30.8% | +19.7% |
| 6M | +24.1% | -21.4% | +45.5% | +27.0% |
| YTD | -7.8% | -3.5% | -4.3% | -10.2% |
| 1Y | -21.4% | +17.4% | -38.7% | -27.5% |
| All | +18.3% | +292.1% | -273.8% | -11.3% |
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 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