+379.1%
TPR vs A
+319.7%
+59.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -2.0% |
| 7D | +14.2% | -0.1% | +14.3% | +14.0% |
| 30D | +17.1% | +3.4% | +13.7% | +14.4% |
| 3M | -17.7% | +23.8% | -41.5% | -28.3% |
| 6M | -10.2% | +49.0% | -59.2% | -31.1% |
| YTD | +4.9% | +29.4% | -24.5% | -13.0% |
| 1Y | +36.1% | +19.4% | +16.8% | +18.4% |
| 3Y | +416.5% | +66.2% | +350.3% | +242.7% |
| 5Y | +254.8% | +15.8% | +239.0% | +195.0% |
| All | +379.1% | +319.7% | +59.4% | +92.1% |
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