+53.4%
T vs TPR
+253.5%
-200.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.8% |
| 7D | +1.0% | +14.2% | -13.2% | 0.0% |
| 30D | -10.6% | +17.1% | -27.7% | -11.7% |
| 3M | -7.7% | -17.7% | +10.0% | -6.7% |
| 6M | -13.3% | -10.2% | -3.1% | -13.0% |
| YTD | -8.8% | +4.9% | -13.7% | -9.8% |
| 1Y | -8.4% | +36.1% | -44.5% | -11.4% |
| 3Y | +59.6% | +416.5% | -356.8% | +27.5% |
| All | +53.4% | +253.5% | -200.1% | +25.7% |
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