+261.5%
TPR vs ALM
+395.6%
-134.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +6.9% | +0.1% |
| 7D | +12.1% | -6.3% | +18.4% | +12.4% |
| 30D | +16.7% | -31.4% | +48.1% | +19.0% |
| 3M | -17.4% | -40.6% | +23.2% | -15.5% |
| 6M | +2.3% | -58.6% | +60.9% | +6.2% |
| YTD | +7.1% | -7.6% | +14.7% | +5.9% |
| 1Y | +29.5% | +13.8% | +15.6% | +26.2% |
| 3Y | +415.0% | +842.1% | -427.1% | +338.3% |
| 5Y | +261.5% | +407.4% | -145.9% | +216.8% |
| All | +261.5% | +395.6% | -134.1% | +216.8% |
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