+207.1%
T vs TPR
+8,033.7%
-7,826.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | +1.0% | +14.2% | -13.2% | -1.3% |
| 30D | -10.6% | +17.1% | -27.7% | -13.1% |
| 3M | -7.7% | -17.7% | +10.0% | -5.1% |
| 6M | -13.3% | -10.2% | -3.1% | -12.4% |
| YTD | -8.8% | +4.9% | -13.7% | -10.9% |
| 1Y | -8.4% | +36.1% | -44.5% | -14.7% |
| 3Y | +59.6% | +416.5% | -356.8% | +12.1% |
| 5Y | +52.1% | +254.8% | -202.7% | +11.3% |
| 10Y | +56.9% | +391.7% | -334.9% | -2.7% |
| All | +207.1% | +8,033.7% | -7,826.6% | +16.9% |
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