+33.1%
TPR vs ALM
+19.0%
+14.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -0.6% |
| 7D | -0.3% | +1.2% | -1.5% | -0.4% |
| 30D | +15.1% | -19.3% | +34.4% | +16.3% |
| 3M | +3.5% | -40.6% | +44.2% | +5.6% |
| 6M | +0.4% | -57.9% | +58.4% | +4.6% |
| YTD | +4.6% | -6.7% | +11.3% | +9.6% |
| 1Y | +33.1% | +20.2% | +12.9% | +40.6% |
| All | +33.1% | +19.0% | +14.1% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling