+396.0%
TPR vs ALL
+117.7%
+278.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -0.3% | +5.0% | -5.3% | -1.2% |
| 30D | +15.1% | +13.3% | +1.8% | +12.7% |
| 3M | +3.5% | +3.2% | +0.3% | +2.8% |
| 6M | +0.4% | +25.3% | -24.9% | -3.6% |
| YTD | +4.6% | +30.5% | -25.9% | -0.5% |
| 1Y | +33.1% | +29.2% | +3.9% | +26.8% |
| 3Y | +396.0% | +119.1% | +276.9% | +390.8% |
| All | +396.0% | +117.7% | +278.2% | +390.8% |
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