+389.7%
TPR vs AR
+48.7%
+341.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.3% |
| 7D | +12.7% | -10.5% | +23.2% | +14.9% |
| 30D | +17.1% | +1.3% | +15.8% | +16.4% |
| 3M | -15.9% | +4.8% | -20.6% | -17.1% |
| 6M | +2.6% | +1.2% | +1.5% | +1.4% |
| YTD | +7.5% | +5.5% | +2.0% | +4.3% |
| 1Y | +32.9% | +8.1% | +24.9% | +28.0% |
| 3Y | +413.8% | +38.8% | +375.0% | +357.7% |
| 5Y | +263.9% | +78.8% | +185.0% | +193.9% |
| 10Y | +389.7% | +46.4% | +343.3% | +169.2% |
| All | +389.7% | +48.7% | +341.1% | +169.2% |
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