+237.9%
TPR vs ALM
+3,431.9%
-3,194.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -9.6% | +16.6% | +7.1% |
| 7D | +13.9% | -14.5% | +28.4% | +13.9% |
| 30D | +14.9% | -39.0% | +54.0% | +15.1% |
| 3M | -15.4% | -40.3% | +24.9% | -15.3% |
| 6M | -4.5% | -60.3% | +55.8% | -4.2% |
| YTD | +6.0% | -9.8% | +15.8% | +6.0% |
| 1Y | +24.3% | +30.8% | -6.4% | +24.1% |
| 3Y | +412.8% | +772.4% | -359.6% | +409.2% |
| 5Y | +258.4% | +390.7% | -132.3% | +256.0% |
| 10Y | +396.8% | +2,028.5% | -1,631.7% | +391.9% |
| All | +237.9% | +3,431.9% | -3,194.0% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling