+240.4%
TPR vs ALM
+951.0%
-710.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -2.3% | -2.6% | +0.3% | -2.1% |
| 30D | -23.0% | +32.0% | -55.0% | -24.4% |
| 3M | -12.5% | -15.0% | +2.6% | -12.2% |
| 6M | -21.4% | -10.1% | -11.3% | -21.9% |
| YTD | -3.5% | +99.4% | -102.9% | -8.4% |
| 1Y | +17.4% | +316.4% | -299.0% | +6.3% |
| 3Y | +291.3% | +2,022.0% | -1,730.7% | +216.5% |
| All | +240.4% | +951.0% | -710.6% | +184.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling