+32.4%
TPR vs ALL
+30.4%
+1.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +6.4% | -2.6% | +9.0% | +6.9% |
| 30D | +13.8% | +12.7% | +1.0% | +11.6% |
| 3M | -16.6% | +0.4% | -17.0% | -17.0% |
| 6M | +0.7% | +23.8% | -23.1% | -2.8% |
| YTD | +5.3% | +27.8% | -22.5% | +1.2% |
| 1Y | +32.4% | +28.9% | +3.5% | +25.3% |
| All | +32.4% | +30.4% | +1.9% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling