+7.4%
O vs TPR
+230.3%
-222.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +7.1% | +15.1% | -8.0% | +5.4% |
| 3M | -5.2% | +3.5% | -8.8% | -5.7% |
| 6M | -1.8% | +0.4% | -2.2% | -2.4% |
| YTD | +9.1% | +4.6% | +4.5% | +7.6% |
| 1Y | +9.7% | +33.1% | -23.4% | +5.3% |
| 3Y | +39.1% | +396.0% | -356.8% | +6.8% |
| All | +7.4% | +230.3% | -222.9% | -14.0% |
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