+383.3%
TPR vs ALM
+2,040.7%
-1,657.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +6.9% | -0.1% |
| 7D | +12.1% | -6.3% | +18.4% | +12.2% |
| 30D | +16.7% | -31.4% | +48.1% | +18.0% |
| 3M | -17.4% | -40.6% | +23.2% | -16.3% |
| 6M | +2.3% | -58.6% | +60.9% | +4.5% |
| YTD | +7.1% | -7.6% | +14.7% | +6.6% |
| 1Y | +29.5% | +13.8% | +15.6% | +28.0% |
| 3Y | +415.0% | +842.1% | -427.1% | +379.9% |
| 5Y | +261.5% | +407.4% | -145.9% | +237.9% |
| 10Y | +383.3% | +2,079.4% | -1,696.1% | +381.3% |
| All | +383.3% | +2,040.7% | -1,657.4% | +381.3% |
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