+16.9%
TPR vs A
+21.7%
-4.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -2.7% | -1.9% | -0.7% | -2.3% |
| 30D | -23.3% | +6.9% | -30.2% | -24.6% |
| 3M | -12.8% | +9.2% | -22.0% | -14.8% |
| 6M | -21.7% | +25.7% | -47.4% | -26.9% |
| YTD | -3.9% | +11.5% | -15.4% | -7.8% |
| 1Y | +16.9% | +18.4% | -1.5% | +8.8% |
| All | +16.9% | +21.7% | -4.7% | +8.8% |
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