+222.4%
TPR vs AS
+120.4%
+102.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -1.2% |
| 7D | -2.3% | -4.9% | +2.6% | -0.7% |
| 30D | -23.0% | -19.6% | -3.4% | -17.2% |
| 3M | -12.5% | -14.4% | +1.9% | -8.1% |
| 6M | -21.4% | -20.1% | -1.3% | -15.8% |
| YTD | -3.5% | -20.9% | +17.4% | +3.4% |
| 1Y | +17.4% | -21.9% | +39.2% | +25.6% |
| All | +222.4% | +120.4% | +102.0% | +189.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling