+238.8%
SPOT vs TPR
+308.4%
-69.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -0.9% | -2.3% | +1.4% | -0.6% |
| 30D | +12.5% | -23.0% | +35.5% | +15.8% |
| 3M | +9.9% | -12.5% | +22.4% | +11.2% |
| 6M | +1.6% | -21.4% | +23.0% | +3.9% |
| YTD | -6.6% | -3.5% | -3.1% | -7.5% |
| 1Y | -22.9% | +17.4% | -40.3% | -26.6% |
| All | +238.8% | +308.4% | -69.6% | +188.2% |
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 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