+256.1%
TPR vs ALM
+396.4%
-140.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.1% |
| 7D | +14.2% | -6.7% | +20.9% | +14.6% |
| 30D | +17.1% | -32.9% | +50.0% | +19.6% |
| 3M | -17.7% | -39.5% | +21.8% | -15.9% |
| 6M | -10.2% | -62.0% | +51.8% | -6.1% |
| YTD | +4.9% | -7.8% | +12.7% | +3.7% |
| 1Y | +36.1% | +26.7% | +9.5% | +31.9% |
| 3Y | +416.5% | +825.4% | -408.9% | +340.1% |
| All | +256.1% | +396.4% | -140.3% | +214.4% |
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