+326.1%
TPR vs AR
+52.0%
+274.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -2.3% | +2.5% | -4.8% | -2.8% |
| 30D | -23.0% | +14.8% | -37.8% | -25.0% |
| 3M | -12.5% | +6.2% | -18.7% | -13.8% |
| 6M | -21.4% | +4.3% | -25.7% | -22.8% |
| YTD | -3.5% | +14.4% | -17.9% | -7.4% |
| 1Y | +17.4% | +21.3% | -4.0% | +10.7% |
| 3Y | +291.3% | +39.8% | +251.4% | +249.1% |
| 5Y | +241.9% | +142.1% | +99.8% | +160.0% |
| All | +326.1% | +52.0% | +274.1% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling