+298.7%
TPR vs BG
+18.0%
+280.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.4% |
| 7D | -3.0% | +3.1% | -6.1% | -3.3% |
| 30D | -22.6% | +10.2% | -32.9% | -23.4% |
| 3M | -18.2% | -1.7% | -16.5% | -18.0% |
| 6M | -18.0% | +1.0% | -19.0% | -18.3% |
| YTD | -6.4% | +39.9% | -46.3% | -12.4% |
| 1Y | +12.3% | +53.2% | -40.9% | +3.0% |
| 3Y | +298.7% | +16.3% | +282.4% | +279.9% |
| All | +298.7% | +18.0% | +280.7% | +279.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling