+416.5%
TPR vs ACI
-35.7%
+452.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.8% |
| 7D | +14.2% | -2.2% | +16.4% | +14.3% |
| 30D | +17.1% | +10.3% | +6.8% | +16.2% |
| 3M | -17.7% | +7.2% | -24.9% | -18.2% |
| 6M | -10.2% | -18.0% | +7.8% | -9.7% |
| YTD | +4.9% | -22.0% | +26.9% | +5.4% |
| 1Y | +36.1% | -23.4% | +59.5% | +37.0% |
| 3Y | +416.5% | -35.8% | +452.3% | +448.6% |
| All | +416.5% | -35.7% | +452.1% | +448.6% |
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