+254.8%
SPOT vs TPR
+183.5%
+71.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -1.7% |
| 7D | -2.9% | -3.4% | +0.5% | -2.1% |
| 30D | +8.3% | -27.3% | +35.6% | +15.8% |
| 3M | +5.1% | -16.2% | +21.3% | +8.5% |
| 6M | -6.5% | -17.9% | +11.4% | -3.5% |
| YTD | -9.0% | -7.1% | -1.9% | -9.3% |
| 1Y | -26.4% | +13.6% | -40.0% | -30.6% |
| 3Y | +240.0% | +293.7% | -53.7% | +129.2% |
| 5Y | +111.7% | +239.1% | -127.4% | +45.4% |
| All | +254.8% | +183.5% | +71.2% | +137.2% |
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