+852.8%
PM vs TPR
+675.7%
+177.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.1% | -11.7% | -5.9% |
| 7D | -3.4% | +13.9% | -17.2% | -5.7% |
| 30D | +5.8% | +14.9% | -9.1% | +3.1% |
| 3M | +6.7% | -15.4% | +22.0% | +9.1% |
| 6M | +19.9% | -4.5% | +24.4% | +19.5% |
| YTD | +27.8% | +6.0% | +21.8% | +24.5% |
| 1Y | +39.4% | +24.3% | +15.1% | +31.5% |
| 3Y | +146.9% | +412.8% | -265.9% | +72.0% |
| 5Y | +166.6% | +258.4% | -91.8% | +93.3% |
| 10Y | +242.1% | +396.8% | -154.7% | +106.3% |
| All | +852.8% | +675.7% | +177.1% | +331.9% |
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 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