+240.4%
TPR vs ALL
+118.4%
+122.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -23.0% | -1.5% | -21.5% | -22.7% |
| 3M | -12.5% | +23.6% | -36.1% | -18.0% |
| 6M | -21.4% | +22.3% | -43.8% | -26.2% |
| YTD | -3.5% | +26.5% | -30.0% | -10.5% |
| 1Y | +17.4% | +27.0% | -9.7% | +8.5% |
| 3Y | +291.3% | +149.6% | +141.7% | +179.2% |
| All | +240.4% | +118.4% | +122.0% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling