+597.2%
TER vs TPR
+8,117.6%
-7,520.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +7.1% | -22.3% | -18.1% |
| 7D | -28.2% | +13.9% | -42.0% | -32.5% |
| 30D | -50.6% | +14.9% | -65.5% | -53.9% |
| 3M | -45.3% | -15.4% | -30.0% | -43.2% |
| 6M | -40.4% | -4.5% | -35.9% | -41.4% |
| YTD | +10.0% | +6.0% | +4.0% | +4.1% |
| 1Y | +13.6% | +24.3% | -10.7% | +0.3% |
| 3Y | +145.2% | +412.8% | -267.6% | +16.8% |
| 5Y | +50.4% | +258.4% | -208.1% | -19.5% |
| 10Y | +882.9% | +396.8% | +486.1% | +278.6% |
| All | +597.2% | +8,117.6% | -7,520.4% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling