+7,716.4%
TPR vs ALL
+1,310.4%
+6,406.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.7% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -23.0% | -1.5% | -21.5% | -22.5% |
| 3M | -12.5% | +23.6% | -36.1% | -22.7% |
| 6M | -21.4% | +22.3% | -43.8% | -30.5% |
| YTD | -3.5% | +26.5% | -30.0% | -16.5% |
| 1Y | +17.4% | +27.0% | -9.7% | +0.9% |
| 3Y | +291.3% | +149.6% | +141.7% | +122.0% |
| 5Y | +241.9% | +118.1% | +123.8% | +102.1% |
| 10Y | +322.7% | +369.0% | -46.3% | +65.9% |
| All | +7,716.4% | +1,310.4% | +6,406.0% | +1,507.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling