+127.5%
SLV vs TPR
+416.0%
-288.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | +3.7% | +12.1% | -8.4% | +2.0% |
| 30D | -15.2% | +16.7% | -31.8% | -17.0% |
| 3M | -21.8% | -17.4% | -4.4% | -19.9% |
| 6M | -36.3% | +2.3% | -38.6% | -36.8% |
| YTD | -27.8% | +7.1% | -35.0% | -28.7% |
| 1Y | +1.5% | +29.5% | -28.0% | -2.3% |
| All | +127.5% | +416.0% | -288.5% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling