+371.7%
TPR vs A
+308.8%
+62.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | +6.4% | -0.1% | +6.5% | +6.3% |
| 30D | +13.8% | +3.3% | +10.5% | +11.2% |
| 3M | -16.6% | +18.5% | -35.2% | -25.4% |
| 6M | +0.7% | +59.3% | -58.6% | -25.7% |
| YTD | +5.3% | +31.0% | -25.7% | -13.2% |
| 1Y | +32.4% | +19.3% | +13.0% | +15.3% |
| 3Y | +406.4% | +66.8% | +339.6% | +235.9% |
| 5Y | +227.9% | +15.5% | +212.4% | +174.0% |
| 10Y | +371.7% | +312.3% | +59.4% | +87.9% |
| All | +371.7% | +308.8% | +62.9% | +87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling