-48.0%
SE vs TPR
+28.7%
-76.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.3% |
| 7D | -7.7% | +6.4% | -14.1% | -8.9% |
| 30D | -22.8% | +13.8% | -36.6% | -24.9% |
| 3M | -43.7% | -16.6% | -27.1% | -41.9% |
| 6M | -12.8% | +0.7% | -13.5% | -14.8% |
| YTD | -42.0% | +5.3% | -47.3% | -44.3% |
| 1Y | -48.0% | +32.4% | -80.4% | -52.7% |
| All | -48.0% | +28.7% | -76.7% | -52.7% |
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