+148.6%
TE vs TPR
+18.2%
+130.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -4.0% | -2.7% | -1.3% | -2.9% |
| 30D | -15.9% | -23.3% | +7.4% | -6.7% |
| 3M | -60.5% | -12.8% | -47.7% | -59.0% |
| 6M | -35.2% | -21.7% | -13.5% | -30.4% |
| YTD | -31.1% | -3.9% | -27.3% | -29.3% |
| 1Y | +148.6% | +16.9% | +131.7% | +151.7% |
| All | +148.6% | +18.2% | +130.5% | +151.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling