+3,937.6%
TPR vs BG
+1,131.5%
+2,806.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -2.3% | +2.8% | -5.1% | -3.3% |
| 30D | -23.0% | +12.0% | -35.0% | -26.1% |
| 3M | -12.5% | -7.7% | -4.8% | -10.8% |
| 6M | -21.4% | +4.5% | -25.9% | -23.8% |
| YTD | -3.5% | +35.7% | -39.2% | -15.0% |
| 1Y | +17.4% | +50.1% | -32.7% | -1.0% |
| 3Y | +291.3% | +12.6% | +278.6% | +257.9% |
| 5Y | +241.9% | +75.4% | +166.5% | +158.8% |
| 10Y | +322.7% | +150.5% | +172.2% | +171.4% |
| All | +3,937.6% | +1,131.5% | +2,806.2% | +1,466.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling