+415.0%
TPR vs A
+68.9%
+346.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | +0.1% |
| 7D | +12.1% | +1.4% | +10.7% | +11.5% |
| 30D | +16.7% | +4.3% | +12.4% | +14.8% |
| 3M | -17.4% | +19.8% | -37.2% | -23.0% |
| 6M | +2.3% | +54.4% | -52.1% | -14.1% |
| YTD | +7.1% | +31.7% | -24.6% | -4.5% |
| 1Y | +29.5% | +22.4% | +7.0% | +18.8% |
| 3Y | +415.0% | +67.7% | +347.4% | +324.1% |
| All | +415.0% | +68.9% | +346.2% | +324.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling