+356.2%
TPR vs ALM
+2,100.8%
-1,744.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -0.4% |
| 7D | -0.3% | +1.2% | -1.5% | -0.4% |
| 30D | +15.1% | -19.3% | +34.4% | +15.8% |
| 3M | +3.5% | -40.6% | +44.2% | +4.9% |
| 6M | +0.4% | -57.9% | +58.4% | +2.6% |
| YTD | +4.6% | -6.7% | +11.3% | +4.1% |
| 1Y | +33.1% | +20.2% | +12.9% | +31.3% |
| 3Y | +396.0% | +879.4% | -483.5% | +361.7% |
| 5Y | +230.3% | +415.3% | -185.0% | +208.6% |
| All | +356.2% | +2,100.8% | -1,744.6% | +353.3% |
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