+389.7%
TPR vs ALL
+367.3%
+22.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +12.7% | -3.9% | +16.5% | +15.0% |
| 30D | +17.1% | +10.6% | +6.4% | +10.6% |
| 3M | -15.9% | -4.6% | -11.3% | -14.1% |
| 6M | +2.6% | +20.2% | -17.6% | -9.0% |
| YTD | +7.5% | +23.7% | -16.2% | -6.7% |
| 1Y | +32.9% | +27.9% | +5.0% | +12.9% |
| 3Y | +413.8% | +109.2% | +304.7% | +202.5% |
| 5Y | +263.9% | +148.0% | +115.9% | +77.2% |
| 10Y | +389.7% | +363.8% | +25.9% | +87.6% |
| All | +389.7% | +367.3% | +22.4% | +87.6% |
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