+886.2%
TER vs TPR
+383.4%
+502.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | -20.5% | +14.2% | -34.7% | -24.9% |
| 30D | -47.0% | +17.1% | -64.1% | -50.6% |
| 3M | -43.3% | -17.7% | -25.6% | -40.5% |
| 6M | -42.9% | -10.2% | -32.7% | -42.4% |
| YTD | +12.9% | +4.9% | +8.0% | +8.0% |
| 1Y | +18.2% | +36.1% | -18.0% | +2.4% |
| 3Y | +151.8% | +416.5% | -264.7% | +30.7% |
| 5Y | +54.2% | +254.8% | -200.6% | -11.0% |
| All | +886.2% | +383.4% | +502.8% | +354.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling