+995.4%
TER vs TPR
+364.3%
+631.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +14.4% | -0.3% | +14.7% | +14.5% |
| 30D | -30.6% | +15.1% | -45.7% | -34.8% |
| 3M | -39.2% | +3.5% | -42.7% | -40.9% |
| 6M | -31.3% | +0.4% | -31.7% | -33.6% |
| YTD | +29.1% | +4.6% | +24.5% | +23.7% |
| 1Y | +47.4% | +33.1% | +14.3% | +28.9% |
| 3Y | +191.2% | +396.0% | -204.7% | +53.5% |
| 5Y | +74.0% | +230.3% | -156.3% | +2.8% |
| All | +995.4% | +364.3% | +631.1% | +415.2% |
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