+227.9%
TPR vs ACI
-41.8%
+269.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | +6.4% | -5.3% | +11.7% | +6.9% |
| 30D | +13.8% | +5.0% | +8.7% | +13.0% |
| 3M | -16.6% | +7.5% | -24.1% | -17.4% |
| 6M | +0.7% | -16.0% | +16.7% | +1.8% |
| YTD | +5.3% | -20.6% | +26.0% | +6.8% |
| 1Y | +32.4% | -23.5% | +55.9% | +34.8% |
| 3Y | +406.4% | -32.1% | +438.5% | +420.8% |
| 5Y | +227.9% | -42.5% | +270.4% | +237.0% |
| All | +227.9% | -41.8% | +269.8% | +237.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling