+2,090.8%
O vs TPR
+8,033.7%
-5,942.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +3.7% | +14.2% | -10.5% | +0.2% |
| 30D | +11.2% | +17.1% | -5.9% | +6.7% |
| 3M | -4.0% | -17.7% | +13.7% | 0.0% |
| 6M | -5.2% | -10.2% | +4.9% | -3.9% |
| YTD | +9.5% | +4.9% | +4.6% | +5.9% |
| 1Y | +10.6% | +36.1% | -25.5% | -0.2% |
| 3Y | +38.1% | +416.5% | -378.3% | -17.0% |
| 5Y | +10.2% | +254.8% | -244.6% | -29.9% |
| 10Y | +71.4% | +391.7% | -320.3% | -14.5% |
| All | +2,090.8% | +8,033.7% | -5,942.8% | +612.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling