+383.3%
TPR vs ALL
+372.0%
+11.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.9% |
| 7D | +12.1% | -0.1% | +12.2% | +12.0% |
| 30D | +16.7% | +13.8% | +2.9% | +8.5% |
| 3M | -17.4% | -2.8% | -14.6% | -16.5% |
| 6M | +2.3% | +23.7% | -21.4% | -10.7% |
| YTD | +7.1% | +27.3% | -20.1% | -8.5% |
| 1Y | +29.5% | +30.5% | -1.1% | +8.8% |
| 3Y | +415.0% | +113.0% | +302.0% | +200.6% |
| 5Y | +261.5% | +157.6% | +103.9% | +71.9% |
| 10Y | +383.3% | +368.4% | +14.9% | +85.2% |
| All | +383.3% | +372.0% | +11.3% | +85.2% |
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