+355.0%
SE vs TPR
+324.4%
+30.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.1% |
| 7D | -7.7% | +6.4% | -14.1% | -9.9% |
| 30D | -22.8% | +13.8% | -36.6% | -26.3% |
| 3M | -43.7% | -16.6% | -27.1% | -40.7% |
| 6M | -12.8% | +0.7% | -13.5% | -14.5% |
| YTD | -42.0% | +5.3% | -47.3% | -44.5% |
| 1Y | -48.0% | +32.4% | -80.4% | -54.2% |
| 3Y | +62.7% | +406.4% | -343.7% | -15.2% |
| 5Y | -77.8% | +227.9% | -305.7% | -86.7% |
| All | +355.0% | +324.4% | +30.6% | +107.9% |
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 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