+8,486.3%
TPR vs A
+417.9%
+8,068.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.1% | +8.4% |
| 7D | +13.9% | -5.2% | +19.0% | +16.3% |
| 30D | +14.9% | +1.4% | +13.5% | +13.9% |
| 3M | -15.4% | +21.9% | -37.3% | -23.0% |
| 6M | -4.5% | +46.7% | -51.1% | -20.6% |
| YTD | +6.0% | +27.2% | -21.2% | -6.7% |
| 1Y | +24.3% | +17.9% | +6.4% | +12.8% |
| 3Y | +412.8% | +61.1% | +351.7% | +297.6% |
| 5Y | +258.4% | +13.8% | +244.6% | +220.0% |
| 10Y | +396.8% | +318.8% | +78.0% | +163.0% |
| All | +8,486.3% | +417.9% | +8,068.5% | +2,825.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling