+306.7%
TPR vs BG
+160.3%
+146.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -7.3% | +0.5% | -7.8% | -7.6% |
| 30D | -30.7% | +10.3% | -41.1% | -33.6% |
| 3M | -21.6% | -1.9% | -19.7% | -21.8% |
| 6M | -21.3% | +5.2% | -26.6% | -24.4% |
| YTD | -10.2% | +41.2% | -51.3% | -24.4% |
| 1Y | +9.5% | +50.5% | -41.0% | -11.2% |
| 3Y | +280.8% | +19.9% | +260.9% | +233.1% |
| 5Y | +218.7% | +86.7% | +132.0% | +109.3% |
| 10Y | +306.7% | +167.5% | +139.2% | +98.7% |
| All | +306.7% | +160.3% | +146.3% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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