+239.8%
SLV vs TPR
+540.4%
-300.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -1.1% |
| 7D | -0.7% | +13.9% | -14.6% | -1.8% |
| 30D | -15.4% | +14.9% | -30.3% | -16.4% |
| 3M | -16.3% | -15.4% | -0.9% | -15.3% |
| 6M | -28.8% | -4.5% | -24.3% | -28.8% |
| YTD | -27.1% | +6.0% | -33.1% | -27.8% |
| 1Y | +7.5% | +24.3% | -16.8% | +5.1% |
| 3Y | +121.2% | +412.8% | -291.7% | +91.6% |
| 5Y | +110.0% | +258.4% | -148.5% | +84.5% |
| 10Y | +168.8% | +396.8% | -228.0% | +120.4% |
| All | +239.8% | +540.4% | -300.6% | +136.3% |
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 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