+76.1%
TER vs TPR
+268.5%
-192.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -8.9% | +12.1% | -21.0% | -14.1% |
| 30D | -39.1% | +16.7% | -55.7% | -44.0% |
| 3M | -32.8% | -17.4% | -15.4% | -28.3% |
| 6M | -31.7% | +2.3% | -34.0% | -35.3% |
| YTD | +26.9% | +7.1% | +19.8% | +18.5% |
| 1Y | +33.6% | +29.5% | +4.1% | +13.6% |
| 3Y | +181.5% | +415.0% | -233.5% | +14.1% |
| 5Y | +76.1% | +261.5% | -185.3% | -19.9% |
| All | +76.1% | +268.5% | -192.3% | -19.9% |
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