+365.1%
SE vs TPR
+327.1%
+38.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +7.1% | -12.8% | -8.1% |
| 7D | -1.2% | +13.9% | -15.1% | -5.7% |
| 30D | -21.7% | +14.9% | -36.6% | -25.5% |
| 3M | -34.2% | -15.4% | -18.8% | -31.1% |
| 6M | -10.5% | -4.5% | -6.0% | -10.9% |
| YTD | -40.7% | +6.0% | -46.7% | -43.4% |
| 1Y | -52.1% | +24.3% | -76.4% | -56.9% |
| 3Y | +68.9% | +412.8% | -344.0% | -12.5% |
| 5Y | -78.9% | +258.4% | -337.3% | -87.6% |
| All | +365.1% | +327.1% | +38.1% | +112.0% |
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