+33.1%
TPR vs BR
-11.4%
+44.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | +15.1% | +14.4% | +0.7% | +14.2% |
| 3M | +3.5% | +12.4% | -8.9% | +2.7% |
| 6M | +0.4% | +35.4% | -35.0% | -1.3% |
| YTD | +4.6% | -12.2% | +16.8% | +9.8% |
| 1Y | +33.1% | -12.7% | +45.9% | +40.4% |
| All | +33.1% | -11.4% | +44.5% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling