+1,077.0%
TER vs TPR
+378.8%
+698.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.7% | +10.0% | +8.9% |
| 7D | +5.9% | +6.4% | -0.5% | +2.9% |
| 30D | -30.8% | +13.8% | -44.5% | -34.7% |
| 3M | -29.9% | -16.6% | -13.3% | -26.8% |
| 6M | -27.5% | +0.7% | -28.1% | -29.9% |
| YTD | +37.5% | +5.3% | +32.1% | +31.4% |
| 1Y | +50.3% | +32.4% | +17.9% | +31.7% |
| 3Y | +204.9% | +406.4% | -201.5% | +59.5% |
| 5Y | +89.2% | +227.9% | -138.8% | +12.0% |
| 10Y | +1,077.0% | +371.7% | +705.2% | +442.8% |
| All | +1,077.0% | +378.8% | +698.1% | +442.8% |
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