+264.0%
SPOT vs TPR
+194.5%
+69.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -0.9% | -2.3% | +1.4% | -0.4% |
| 30D | +12.5% | -23.0% | +35.5% | +18.7% |
| 3M | +9.9% | -12.5% | +22.4% | +12.4% |
| 6M | +1.6% | -21.4% | +23.0% | +5.8% |
| YTD | -6.6% | -3.5% | -3.1% | -7.7% |
| 1Y | -22.9% | +17.4% | -40.3% | -27.9% |
| 3Y | +244.3% | +291.3% | -47.0% | +132.6% |
| 5Y | +117.8% | +241.9% | -124.1% | +49.0% |
| All | +264.0% | +194.5% | +69.5% | +141.3% |
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