+57.0%
T vs TPR
+223.9%
-167.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +1.6% | -1.1% | +2.8% | +1.7% |
| 30D | -2.9% | +15.1% | -18.0% | -4.0% |
| 3M | -7.5% | -13.4% | +5.9% | -6.8% |
| 6M | -9.9% | +1.4% | -11.3% | -10.3% |
| YTD | -6.4% | +4.8% | -11.2% | -7.5% |
| 1Y | -9.4% | +29.2% | -38.6% | -12.0% |
| 3Y | +64.9% | +403.7% | -338.8% | +31.7% |
| 5Y | +57.0% | +230.8% | -173.9% | +32.4% |
| All | +57.0% | +223.9% | -167.0% | +32.4% |
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