+70.6%
TPR vs BIYA
-99.8%
+170.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -2.3% | +1.3% | -3.6% | -2.3% |
| 30D | -23.0% | -21.0% | -2.0% | -23.1% |
| 3M | -12.5% | -74.3% | +61.8% | -12.8% |
| 6M | -21.4% | -84.6% | +63.2% | -21.0% |
| YTD | -3.5% | -94.2% | +90.6% | -3.3% |
| 1Y | +17.4% | -98.2% | +115.6% | +20.2% |
| All | +70.6% | -99.8% | +170.3% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling