+254.2%
TPR vs AS
+133.7%
+120.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.3% | +7.9% |
| 7D | +13.9% | +7.1% | +6.7% | +11.1% |
| 30D | +14.9% | +12.8% | +2.1% | +10.2% |
| 3M | -15.4% | -14.7% | -0.7% | -11.0% |
| 6M | -4.5% | -9.9% | +5.5% | -1.7% |
| YTD | +6.0% | -16.1% | +22.1% | +11.2% |
| 1Y | +24.3% | +0.2% | +24.2% | +22.9% |
| All | +254.2% | +133.7% | +120.4% | +210.5% |
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