+47.9%
SO vs TPR
+407.4%
-359.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -1.5% | +14.2% | -15.7% | -1.5% |
| 30D | +8.1% | +17.1% | -9.0% | +8.0% |
| 3M | +0.2% | -17.7% | +17.9% | +0.1% |
| 6M | +0.4% | -10.2% | +10.6% | +0.3% |
| YTD | +8.5% | +4.9% | +3.6% | +8.4% |
| 1Y | +4.9% | +36.1% | -31.2% | +4.9% |
| 3Y | +47.9% | +416.5% | -368.6% | +40.4% |
| All | +47.9% | +407.4% | -359.5% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling