+230.8%
TPR vs AS
+139.2%
+91.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +1.8% |
| 7D | +12.6% | +13.8% | -1.1% | +7.8% |
| 30D | +7.1% | +16.7% | -9.5% | +1.6% |
| 3M | -19.4% | -11.5% | -7.8% | -16.2% |
| 6M | -9.7% | -5.5% | -4.2% | -8.6% |
| YTD | -1.0% | -14.2% | +13.2% | +3.1% |
| 1Y | +19.3% | +2.1% | +17.2% | +17.2% |
| All | +230.8% | +139.2% | +91.6% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling