+234.7%
PM vs TPR
+403.1%
-168.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.8% |
| 7D | -7.3% | +12.7% | -20.0% | -9.0% |
| 30D | -4.0% | +17.1% | -21.1% | -6.4% |
| 3M | +2.7% | -15.9% | +18.6% | +4.9% |
| 6M | +14.9% | +2.6% | +12.2% | +13.5% |
| YTD | +23.5% | +7.5% | +16.0% | +20.6% |
| 1Y | +30.4% | +32.9% | -2.6% | +22.9% |
| 3Y | +143.2% | +413.8% | -270.6% | +77.4% |
| 5Y | +159.5% | +263.9% | -104.4% | +95.8% |
| 10Y | +234.7% | +389.7% | -155.1% | +113.1% |
| All | +234.7% | +403.1% | -168.5% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling