-77.8%
SE vs TPR
+238.0%
-315.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -2.8% |
| 7D | -7.7% | +6.4% | -14.1% | -11.0% |
| 30D | -22.8% | +13.8% | -36.6% | -28.1% |
| 3M | -43.7% | -16.6% | -27.1% | -39.1% |
| 6M | -12.8% | +0.7% | -13.5% | -16.0% |
| YTD | -42.0% | +5.3% | -47.3% | -46.6% |
| 1Y | -48.0% | +32.4% | -80.4% | -58.3% |
| 3Y | +62.7% | +406.4% | -343.7% | -56.1% |
| 5Y | -77.8% | +227.9% | -305.7% | -92.6% |
| All | -77.8% | +238.0% | -315.8% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling