+256.1%
TPR vs ALC
-11.2%
+267.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.2% |
| 7D | +14.2% | +4.9% | +9.3% | +11.9% |
| 30D | +17.1% | +19.0% | -1.9% | +8.9% |
| 3M | -17.7% | +7.8% | -25.5% | -20.4% |
| 6M | -10.2% | +14.6% | -24.7% | -15.5% |
| YTD | +4.9% | -4.4% | +9.4% | +5.7% |
| 1Y | +36.1% | +1.4% | +34.7% | +33.0% |
| 3Y | +416.5% | +2.5% | +413.9% | +379.0% |
| All | +256.1% | -11.2% | +267.3% | +247.2% |
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