+39.1%
O vs TPR
+403.8%
-364.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | +7.1% | +15.1% | -8.0% | +6.1% |
| 3M | -5.2% | +3.5% | -8.8% | -5.6% |
| 6M | -1.8% | +0.4% | -2.2% | -2.2% |
| YTD | +9.1% | +4.6% | +4.5% | +8.3% |
| 1Y | +9.7% | +33.1% | -23.4% | +7.5% |
| 3Y | +39.1% | +396.0% | -356.8% | +4.8% |
| All | +39.1% | +403.8% | -364.6% | +4.8% |
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 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