+6.8%
NOW vs TPR
+239.8%
-233.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | -2.3% | -0.1% | -1.7% |
| 30D | +20.5% | -23.0% | +43.5% | +29.1% |
| 3M | +18.3% | -12.5% | +30.8% | +21.5% |
| 6M | +24.1% | -21.4% | +45.5% | +30.0% |
| YTD | -7.8% | -3.5% | -4.3% | -11.2% |
| 1Y | -21.4% | +17.4% | -38.7% | -30.3% |
| 3Y | +19.5% | +291.3% | -271.7% | -39.6% |
| All | +6.8% | +239.8% | -233.0% | -46.8% |
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