+379.1%
TPR vs ALL
+370.9%
+8.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.4% | +1.4% |
| 7D | +14.2% | -1.9% | +16.1% | +15.4% |
| 30D | +17.1% | +13.8% | +3.3% | +8.9% |
| 3M | -17.7% | -7.0% | -10.7% | -14.8% |
| 6M | -10.2% | +18.0% | -28.2% | -19.4% |
| YTD | +4.9% | +24.2% | -19.3% | -9.1% |
| 1Y | +36.1% | +31.2% | +5.0% | +14.0% |
| 3Y | +416.5% | +107.5% | +308.9% | +205.9% |
| 5Y | +254.8% | +144.8% | +110.0% | +74.9% |
| All | +379.1% | +370.9% | +8.2% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling