+363.5%
SE vs TPR
+321.5%
+42.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -20.9% | +15.1% | -36.0% | -24.8% |
| 3M | -38.9% | +3.5% | -42.4% | -39.9% |
| 6M | -19.4% | +0.4% | -19.9% | -20.9% |
| YTD | -40.9% | +4.6% | -45.5% | -43.3% |
| 1Y | -46.2% | +33.1% | -79.3% | -52.7% |
| 3Y | +63.7% | +396.0% | -332.3% | -14.1% |
| 5Y | -77.9% | +230.3% | -308.2% | -86.8% |
| All | +363.5% | +321.5% | +42.0% | +112.3% |
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