+84.9%
TPR vs BIYA
-99.9%
+184.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | +9.0% | -9.3% | -0.2% |
| 30D | +15.1% | -12.9% | +28.1% | +15.0% |
| 3M | +3.5% | -54.7% | +58.2% | +3.2% |
| 6M | +0.4% | -85.1% | +85.5% | +0.4% |
| YTD | +4.6% | -96.9% | +101.5% | +4.7% |
| 1Y | +33.1% | -98.5% | +131.6% | +33.1% |
| All | +84.9% | -99.9% | +184.8% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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