+1,581.8%
SO vs TPR
+8,117.6%
-6,535.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.8% | -0.5% |
| 7D | +0.4% | +13.9% | -13.5% | -1.0% |
| 30D | +9.2% | +14.9% | -5.7% | +7.6% |
| 3M | +1.1% | -15.4% | +16.5% | +2.5% |
| 6M | -1.1% | -4.5% | +3.4% | -1.2% |
| YTD | +9.7% | +6.0% | +3.7% | +8.0% |
| 1Y | +5.5% | +24.3% | -18.8% | +1.9% |
| 3Y | +47.0% | +412.8% | -365.8% | +18.7% |
| 5Y | +77.6% | +258.4% | -180.9% | +46.2% |
| 10Y | +181.0% | +396.8% | -215.8% | +104.1% |
| All | +1,581.8% | +8,117.6% | -6,535.8% | +976.1% |
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