+1,563.7%
SO vs TPR
+8,033.7%
-6,469.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -1.5% | +14.2% | -15.7% | -2.9% |
| 30D | +8.1% | +17.1% | -9.0% | +6.2% |
| 3M | +0.2% | -17.7% | +17.9% | +2.0% |
| 6M | +0.4% | -10.2% | +10.6% | +1.0% |
| YTD | +8.5% | +4.9% | +3.6% | +7.0% |
| 1Y | +4.9% | +36.1% | -31.2% | +0.5% |
| 3Y | +47.9% | +416.5% | -368.6% | +19.3% |
| 5Y | +75.7% | +254.8% | -179.1% | +44.8% |
| 10Y | +178.0% | +391.7% | -213.7% | +102.2% |
| All | +1,563.7% | +8,033.7% | -6,469.9% | +965.8% |
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