+371.7%
TPR vs BR
+280.7%
+91.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +6.4% | +1.9% | +4.5% | +5.3% |
| 30D | +13.8% | +15.9% | -2.1% | +3.8% |
| 3M | -16.6% | +13.7% | -30.3% | -23.5% |
| 6M | +0.7% | +31.0% | -30.3% | -16.7% |
| YTD | +5.3% | -12.0% | +17.3% | +11.8% |
| 1Y | +32.4% | -11.5% | +43.8% | +39.9% |
| 3Y | +406.4% | +14.9% | +391.4% | +334.2% |
| 5Y | +227.9% | +20.1% | +207.8% | +164.9% |
| 10Y | +371.7% | +278.9% | +92.8% | +96.2% |
| All | +371.7% | +280.7% | +91.0% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling