+237.7%
SLV vs TPR
+536.5%
-298.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.5% |
| 7D | -1.1% | +6.4% | -7.5% | -1.6% |
| 30D | -14.2% | +13.8% | -27.9% | -15.1% |
| 3M | -20.3% | -16.6% | -3.7% | -19.3% |
| 6M | -40.2% | +0.7% | -40.9% | -40.4% |
| YTD | -27.6% | +5.3% | -32.9% | -28.2% |
| 1Y | +0.4% | +32.4% | -31.9% | -2.3% |
| 3Y | +129.4% | +406.4% | -277.0% | +98.9% |
| 5Y | +99.8% | +227.9% | -128.1% | +76.7% |
| 10Y | +183.2% | +371.7% | -188.5% | +133.1% |
| All | +237.7% | +536.5% | -298.7% | +135.0% |
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