+194.9%
SO vs TPR
+386.9%
-192.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.1% | +12.1% | -12.2% | -1.5% |
| 30D | +8.7% | +16.7% | -8.0% | +6.6% |
| 3M | +3.4% | -17.4% | +20.8% | +5.4% |
| 6M | +3.7% | +2.3% | +1.4% | +2.8% |
| YTD | +10.0% | +7.1% | +2.9% | +7.9% |
| 1Y | +6.6% | +29.5% | -22.9% | +1.9% |
| 3Y | +52.5% | +415.0% | -362.6% | +16.3% |
| 5Y | +76.1% | +261.5% | -185.4% | +37.9% |
| 10Y | +194.9% | +383.3% | -188.4% | +71.3% |
| All | +194.9% | +386.9% | -192.0% | +71.3% |
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