+239.1%
TPR vs BG
+84.8%
+154.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.4% | -8.1% | -4.6% |
| 7D | -3.4% | +2.4% | -5.7% | -3.9% |
| 30D | -27.3% | +15.0% | -42.3% | -29.5% |
| 3M | -16.2% | -0.7% | -15.6% | -16.4% |
| 6M | -17.9% | +7.5% | -25.4% | -19.9% |
| YTD | -7.1% | +41.6% | -48.7% | -15.8% |
| 1Y | +13.6% | +50.7% | -37.0% | +0.8% |
| 3Y | +293.7% | +20.3% | +273.5% | +268.0% |
| 5Y | +239.1% | +85.2% | +153.9% | +141.5% |
| All | +239.1% | +84.8% | +154.3% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling