+258.4%
TPR vs ALC
-8.7%
+267.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +7.5% |
| 7D | +13.9% | +7.6% | +6.2% | +10.4% |
| 30D | +14.9% | +21.1% | -6.2% | +6.1% |
| 3M | -15.4% | +8.5% | -23.9% | -18.4% |
| 6M | -4.5% | +2.8% | -7.3% | -6.6% |
| YTD | +6.0% | -2.4% | +8.4% | +5.8% |
| 1Y | +24.3% | +3.5% | +20.8% | +20.5% |
| 3Y | +412.8% | +4.2% | +408.6% | +372.9% |
| 5Y | +258.4% | -9.0% | +267.4% | +242.6% |
| All | +258.4% | -8.7% | +267.2% | +242.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling