+175.9%
SLV vs TPR
+403.1%
-227.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.5% |
| 7D | +5.6% | +12.7% | -7.0% | +4.4% |
| 30D | -12.1% | +17.1% | -29.2% | -13.5% |
| 3M | -16.3% | -15.9% | -0.4% | -15.1% |
| 6M | -34.1% | +2.6% | -36.7% | -34.4% |
| YTD | -25.3% | +7.5% | -32.8% | -26.1% |
| 1Y | +9.6% | +32.9% | -23.3% | +6.3% |
| 3Y | +132.7% | +413.8% | -281.2% | +98.1% |
| 5Y | +113.7% | +263.9% | -150.2% | +84.5% |
| 10Y | +175.9% | +389.7% | -213.8% | +114.4% |
| All | +175.9% | +403.1% | -227.3% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling