+421.8%
TPR vs ALC
+4.5%
+417.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +7.4% |
| 7D | +13.9% | +7.6% | +6.2% | +11.3% |
| 30D | +14.9% | +21.1% | -6.2% | +8.5% |
| 3M | -15.4% | +8.5% | -23.9% | -17.5% |
| 6M | -4.5% | +2.8% | -7.3% | -6.1% |
| YTD | +6.0% | -2.4% | +8.4% | +5.9% |
| 1Y | +24.3% | +3.5% | +20.8% | +21.6% |
| All | +421.8% | +4.5% | +417.3% | +392.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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