+164.7%
SLV vs TPR
+386.9%
-222.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | +3.7% | +12.1% | -8.4% | +2.5% |
| 30D | -15.2% | +16.7% | -31.8% | -16.4% |
| 3M | -21.8% | -17.4% | -4.4% | -20.5% |
| 6M | -36.3% | +2.3% | -38.6% | -36.7% |
| YTD | -27.8% | +7.1% | -35.0% | -28.7% |
| 1Y | +1.5% | +29.5% | -28.0% | -1.4% |
| 3Y | +128.5% | +415.0% | -286.5% | +94.6% |
| 5Y | +103.2% | +261.5% | -158.2% | +75.6% |
| 10Y | +164.7% | +383.3% | -218.6% | +105.3% |
| All | +164.7% | +386.9% | -222.2% | +105.3% |
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 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