+160.8%
TE vs TPR
+13.6%
+147.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.7% | +13.7% | +11.4% |
| 7D | +18.2% | -3.4% | +21.6% | +19.5% |
| 30D | -13.5% | -27.3% | +13.8% | -1.9% |
| 3M | -44.6% | -16.2% | -28.3% | -41.5% |
| 6M | -24.7% | -17.9% | -6.8% | -20.8% |
| YTD | -24.3% | -7.1% | -17.1% | -21.5% |
| All | +160.8% | +13.6% | +147.2% | +166.6% |
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