+202.8%
TER vs TPR
+239.8%
-37.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | -2.3% | +2.9% | +1.8% |
| 30D | -8.3% | -23.0% | +14.7% | +2.2% |
| 3M | -12.2% | -12.5% | +0.3% | -9.0% |
| 6M | +17.1% | -21.4% | +38.5% | +29.0% |
| YTD | +84.7% | -3.5% | +88.2% | +83.8% |
| 1Y | +199.9% | +17.4% | +182.6% | +169.9% |
| 3Y | +232.8% | +291.3% | -58.5% | +57.4% |
| All | +202.8% | +239.8% | -37.0% | +44.7% |
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