+415.0%
TPR vs ALL
+114.3%
+300.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.8% |
| 7D | +12.1% | -0.1% | +12.2% | +12.1% |
| 30D | +16.7% | +13.8% | +2.9% | +14.1% |
| 3M | -17.4% | -2.8% | -14.6% | -17.2% |
| 6M | +2.3% | +23.7% | -21.4% | -1.7% |
| YTD | +7.1% | +27.3% | -20.1% | +2.4% |
| 1Y | +29.5% | +30.5% | -1.1% | +23.1% |
| 3Y | +415.0% | +113.0% | +302.0% | +411.4% |
| All | +415.0% | +114.3% | +300.7% | +411.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling