+589.4%
SE vs TPR
+288.8%
+300.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.1% | -2.3% | -3.8% | -5.3% |
| 30D | -2.5% | -23.0% | +20.5% | +5.8% |
| 3M | +21.7% | -12.5% | +34.2% | +26.1% |
| 6M | +27.0% | -21.4% | +48.4% | +35.5% |
| YTD | -12.1% | -3.5% | -8.6% | -13.0% |
| 1Y | -40.9% | +17.4% | -58.3% | -45.8% |
| 3Y | +191.0% | +291.3% | -100.3% | +66.8% |
| 5Y | -68.3% | +241.9% | -310.2% | -80.9% |
| All | +589.4% | +288.8% | +300.6% | +225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling