+4,307.9%
TPR vs BG
+940.3%
+3,367.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.0% |
| 7D | +6.4% | +3.4% | +3.0% | +5.2% |
| 30D | +13.8% | -3.8% | +17.5% | +15.0% |
| 3M | -16.6% | -9.6% | -7.1% | -14.4% |
| 6M | +0.7% | -19.5% | +20.2% | +6.8% |
| YTD | +5.3% | +14.6% | -9.3% | -2.2% |
| 1Y | +32.4% | +6.6% | +25.7% | +26.0% |
| 3Y | +406.4% | +4.7% | +401.7% | +371.9% |
| 5Y | +227.9% | +22.1% | +205.9% | +181.2% |
| 10Y | +371.7% | +109.2% | +262.6% | +221.7% |
| All | +4,307.9% | +940.3% | +3,367.6% | +1,701.8% |
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