-40.9%
SE vs TPR
+18.6%
-59.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.1% | -2.3% | -3.8% | -5.6% |
| 30D | -2.5% | -23.0% | +20.5% | +2.6% |
| 3M | +21.7% | -12.5% | +34.2% | +23.9% |
| 6M | +27.0% | -21.4% | +48.4% | +31.6% |
| YTD | -12.1% | -3.5% | -8.6% | -13.5% |
| 1Y | -40.9% | +17.4% | -58.3% | -42.9% |
| All | -40.9% | +18.6% | -59.5% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling