-26.0%
NOW vs TPR
+255.9%
-282.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.1% | -13.0% | -7.8% |
| 7D | -6.7% | +13.9% | -20.5% | -10.1% |
| 30D | -25.8% | +14.9% | -40.7% | -29.1% |
| 3M | -12.7% | -15.4% | +2.7% | -9.5% |
| 6M | +11.2% | -4.5% | +15.7% | +9.7% |
| YTD | -33.2% | +6.0% | -39.2% | -37.8% |
| 1Y | -41.8% | +24.3% | -66.1% | -49.3% |
| 3Y | -15.7% | +412.8% | -428.5% | -62.8% |
| 5Y | -26.0% | +258.4% | -284.5% | -63.5% |
| All | -26.0% | +255.9% | -282.0% | -63.5% |
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 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