+8,486.3%
TPR vs ALL
+1,349.3%
+7,137.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +7.9% | +7.5% |
| 7D | +13.9% | +4.2% | +9.6% | +11.3% |
| 30D | +14.9% | +18.9% | -4.0% | +4.7% |
| 3M | -15.4% | +1.2% | -16.6% | -16.3% |
| 6M | -4.5% | +23.2% | -27.7% | -15.8% |
| YTD | +6.0% | +30.0% | -24.0% | -9.8% |
| 1Y | +24.3% | +39.6% | -15.3% | +1.6% |
| 3Y | +412.8% | +115.2% | +297.6% | +217.1% |
| 5Y | +258.4% | +156.2% | +102.2% | +93.2% |
| 10Y | +396.8% | +398.0% | -1.2% | +88.6% |
| All | +8,486.3% | +1,349.3% | +7,137.1% | +1,636.2% |
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