+339.2%
TPR vs ALC
+24.0%
+315.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.2% |
| 7D | -2.3% | -2.1% | -0.2% | -1.1% |
| 30D | -23.0% | -0.1% | -22.9% | -23.0% |
| 3M | -12.5% | +5.9% | -18.4% | -15.6% |
| 6M | -21.4% | -15.9% | -5.5% | -14.1% |
| YTD | -3.5% | -10.1% | +6.6% | +0.9% |
| 1Y | +17.4% | -10.2% | +27.6% | +22.1% |
| 3Y | +291.3% | -13.6% | +304.8% | +296.9% |
| 5Y | +241.9% | -15.1% | +257.0% | +242.8% |
| All | +339.2% | +24.0% | +315.1% | +176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling