+260.5%
T vs TPR
+7,380.8%
-7,120.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.3% | -2.3% | +1.0% | -0.9% |
| 30D | +11.4% | -23.0% | +34.3% | +16.1% |
| 3M | +14.3% | -12.5% | +26.8% | +16.4% |
| 6M | -9.3% | -21.4% | +12.2% | -6.3% |
| YTD | +7.1% | -3.5% | +10.6% | +6.3% |
| 1Y | -9.1% | +17.4% | -26.4% | -13.2% |
| 3Y | +105.3% | +291.3% | -185.9% | +51.8% |
| 5Y | +66.8% | +241.9% | -175.1% | +22.7% |
| 10Y | +66.8% | +322.7% | -255.9% | +6.4% |
| All | +260.5% | +7,380.8% | -7,120.3% | +39.4% |
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 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