+19.3%
TPR vs A
+24.4%
-5.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.6% | +3.4% |
| 7D | +12.6% | -2.4% | +15.0% | +13.0% |
| 30D | +7.1% | +3.6% | +3.6% | +6.6% |
| 3M | -19.4% | +27.5% | -46.8% | -23.1% |
| 6M | -9.7% | +58.5% | -68.2% | -18.6% |
| YTD | -1.0% | +31.2% | -32.2% | -7.9% |
| 1Y | +19.3% | +22.2% | -2.9% | +11.0% |
| All | +19.3% | +24.4% | -5.1% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling