+333.1%
SLV vs TPR
+483.0%
-149.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -2.3% | +2.0% | -0.1% |
| 30D | +6.7% | -23.0% | +29.7% | +8.9% |
| 3M | -10.7% | -12.5% | +1.8% | -9.9% |
| 6M | -20.6% | -21.4% | +0.8% | -19.2% |
| YTD | -7.1% | -3.5% | -3.6% | -7.2% |
| 1Y | +62.0% | +17.4% | +44.6% | +59.1% |
| 3Y | +169.8% | +291.3% | -121.4% | +138.8% |
| 5Y | +161.5% | +241.9% | -80.5% | +130.7% |
| 10Y | +224.4% | +322.7% | -98.3% | +169.5% |
| All | +333.1% | +483.0% | -149.9% | +203.8% |
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 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