+261.5%
TPR vs ALL
+157.6%
+103.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.1% |
| 7D | +12.1% | -0.1% | +12.2% | +12.1% |
| 30D | +16.7% | +13.8% | +2.9% | +12.5% |
| 3M | -17.4% | -2.8% | -14.6% | -16.9% |
| 6M | +2.3% | +23.7% | -21.4% | -4.4% |
| YTD | +7.1% | +27.3% | -20.1% | -0.9% |
| 1Y | +29.5% | +30.5% | -1.1% | +18.8% |
| 3Y | +415.0% | +113.0% | +302.0% | +290.8% |
| 5Y | +261.5% | +157.6% | +103.9% | +142.7% |
| All | +261.5% | +157.6% | +103.8% | +142.7% |
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