+175.2%
SO vs TPR
+383.4%
-208.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -1.5% | +14.2% | -15.7% | -3.1% |
| 30D | +8.1% | +17.1% | -9.0% | +6.0% |
| 3M | +0.2% | -17.7% | +17.9% | +2.2% |
| 6M | +0.4% | -10.2% | +10.6% | +1.0% |
| YTD | +8.5% | +4.9% | +3.6% | +6.7% |
| 1Y | +4.9% | +36.1% | -31.2% | -0.3% |
| 3Y | +47.9% | +416.5% | -368.6% | +12.8% |
| 5Y | +75.7% | +254.8% | -179.1% | +38.0% |
| All | +175.2% | +383.4% | -208.2% | +60.9% |
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