+234.9%
TPR vs A
+11.8%
+223.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | +15.1% | 0.0% | +15.1% | +14.8% |
| 3M | +3.5% | +16.7% | -13.2% | -4.4% |
| 6M | +0.4% | +54.8% | -54.4% | -20.0% |
| YTD | +4.6% | +28.8% | -24.2% | -9.3% |
| 1Y | +33.1% | +19.3% | +13.8% | +19.8% |
| 3Y | +396.0% | +65.5% | +330.4% | +254.5% |
| All | +234.9% | +11.8% | +223.1% | +189.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling