+111.7%
SPOT vs TPR
+230.0%
-118.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -1.4% |
| 7D | -2.9% | -3.4% | +0.5% | -1.8% |
| 30D | +8.3% | -27.3% | +35.6% | +19.0% |
| 3M | +5.1% | -16.2% | +21.3% | +9.8% |
| 6M | -6.5% | -17.9% | +11.4% | -2.5% |
| YTD | -9.0% | -7.1% | -1.9% | -10.1% |
| 1Y | -26.4% | +13.6% | -40.0% | -33.4% |
| 3Y | +240.0% | +293.7% | -53.7% | +66.8% |
| 5Y | +111.7% | +239.1% | -127.4% | +3.5% |
| All | +111.7% | +230.0% | -118.2% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling