-79.7%
TE vs TPR
+253.5%
-333.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.1% |
| 7D | -12.6% | +14.2% | -26.8% | -20.1% |
| 30D | -36.7% | +17.1% | -53.8% | -43.0% |
| 3M | -57.5% | -17.7% | -39.8% | -53.7% |
| 6M | -55.2% | -10.2% | -45.0% | -54.4% |
| YTD | -64.7% | +4.9% | -69.6% | -67.9% |
| 1Y | -35.9% | +36.1% | -72.0% | -50.4% |
| 3Y | -31.8% | +416.5% | -448.3% | -76.1% |
| All | -79.7% | +253.5% | -333.2% | -91.6% |
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 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