+66.1%
T vs TPR
+407.3%
-341.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +1.5% |
| 7D | +2.0% | +6.4% | -4.4% | +1.9% |
| 30D | -1.0% | +13.8% | -14.8% | -1.3% |
| 3M | -8.1% | -16.6% | +8.5% | -8.3% |
| 6M | -8.3% | +0.7% | -8.9% | -8.4% |
| YTD | -6.1% | +5.3% | -11.4% | -6.3% |
| 1Y | -7.4% | +32.4% | -39.7% | -7.5% |
| All | +66.1% | +407.3% | -341.2% | +59.6% |
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