+26.8%
TPR vs ALL
+29.4%
-2.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.4% | -0.3% |
| 7D | +14.2% | -1.9% | +16.1% | +14.5% |
| 30D | +17.1% | +13.8% | +3.3% | +15.0% |
| 3M | -17.7% | -7.0% | -10.7% | -17.4% |
| 6M | -10.2% | +18.0% | -28.2% | -11.9% |
| YTD | +4.9% | +24.2% | -19.3% | +1.7% |
| All | +26.8% | +29.4% | -2.6% | +22.3% |
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