+14.9%
O vs TPR
+239.8%
-224.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.7% | -2.3% | +1.6% | -0.5% |
| 30D | -1.9% | -23.0% | +21.1% | +0.7% |
| 3M | +3.8% | -12.5% | +16.3% | +4.9% |
| 6M | -4.7% | -21.4% | +16.7% | -2.8% |
| YTD | +12.5% | -3.5% | +16.0% | +12.1% |
| 1Y | +10.8% | +17.4% | -6.5% | +7.7% |
| 3Y | +28.8% | +291.3% | -262.5% | +2.6% |
| All | +14.9% | +239.8% | -224.9% | -9.9% |
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