+261.5%
TPR vs ALC
-9.1%
+270.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +12.1% | +2.3% | +9.7% | +10.9% |
| 30D | +16.7% | +15.5% | +1.2% | +9.7% |
| 3M | -17.4% | +0.6% | -18.0% | -17.8% |
| 6M | +2.3% | +18.4% | -16.1% | -5.3% |
| YTD | +7.1% | -5.6% | +12.7% | +8.5% |
| 1Y | +29.5% | 0.0% | +29.4% | +27.2% |
| 3Y | +415.0% | +2.8% | +412.2% | +375.1% |
| 5Y | +261.5% | -8.8% | +270.2% | +251.9% |
| All | +261.5% | -9.1% | +270.6% | +251.9% |
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