+70.3%
SE vs TPR
+407.4%
-337.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | +2.0% | +14.2% | -12.2% | -1.3% |
| 30D | -20.0% | +17.1% | -37.1% | -23.0% |
| 3M | -31.8% | -17.7% | -14.1% | -29.1% |
| 6M | -15.9% | -10.2% | -5.7% | -14.8% |
| YTD | -40.6% | +4.9% | -45.5% | -42.4% |
| 1Y | -50.7% | +36.1% | -86.8% | -55.1% |
| 3Y | +70.3% | +416.5% | -346.2% | +143.8% |
| All | +70.3% | +407.4% | -337.1% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling