+68.9%
SE vs TPR
+419.9%
-351.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | 0.0% | +12.1% | -12.0% | -2.8% |
| 30D | -19.4% | +16.7% | -36.0% | -22.4% |
| 3M | -33.1% | -17.4% | -15.7% | -30.5% |
| 6M | -11.4% | +2.3% | -13.7% | -13.1% |
| YTD | -39.8% | +7.1% | -46.9% | -41.9% |
| 1Y | -50.5% | +29.5% | -80.0% | -54.4% |
| 3Y | +68.9% | +415.0% | -346.2% | +123.3% |
| All | +68.9% | +419.9% | -351.0% | +123.3% |
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 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