+299.4%
TPR vs ACI
-38.5%
+337.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -23.0% | +5.9% | -28.9% | -23.2% |
| 3M | -12.5% | -19.8% | +7.3% | -11.6% |
| 6M | -21.4% | -24.7% | +3.3% | -20.6% |
| YTD | -3.5% | -24.4% | +20.9% | -2.6% |
| 1Y | +17.4% | -31.5% | +48.8% | +19.3% |
| All | +299.4% | -38.5% | +337.9% | +315.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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