+379.1%
TPR vs ALM
+2,022.9%
-1,643.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.1% |
| 7D | +14.2% | -6.7% | +20.9% | +14.4% |
| 30D | +17.1% | -32.9% | +50.0% | +18.5% |
| 3M | -17.7% | -39.5% | +21.8% | -16.7% |
| 6M | -10.2% | -62.0% | +51.8% | -7.9% |
| YTD | +4.9% | -7.8% | +12.7% | +4.4% |
| 1Y | +36.1% | +26.7% | +9.5% | +34.2% |
| 3Y | +416.5% | +825.4% | -408.9% | +381.7% |
| 5Y | +254.8% | +401.2% | -146.4% | +231.9% |
| All | +379.1% | +2,022.9% | -1,643.7% | +377.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling