+40.9%
O vs TPR
+407.3%
-366.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.2% |
| 7D | +0.6% | +6.4% | -5.8% | +0.1% |
| 30D | +9.4% | +13.8% | -4.3% | +8.4% |
| 3M | -2.4% | -16.6% | +14.2% | -1.5% |
| 6M | -1.9% | +0.7% | -2.5% | -2.3% |
| YTD | +10.5% | +5.3% | +5.1% | +9.6% |
| 1Y | +10.0% | +32.4% | -22.4% | +7.8% |
| All | +40.9% | +407.3% | -366.4% | +6.1% |
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