+9.5%
TPR vs BR
-31.7%
+41.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -7.3% | -5.0% | -2.3% | -7.1% |
| 30D | -30.7% | -2.5% | -28.3% | -30.6% |
| 3M | -21.6% | +13.5% | -35.1% | -22.4% |
| 6M | -21.3% | -9.4% | -11.9% | -20.7% |
| YTD | -10.2% | -23.3% | +13.1% | -5.1% |
| 1Y | +9.5% | -31.6% | +41.1% | +19.4% |
| All | +9.5% | -31.7% | +41.2% | +19.4% |
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