+401.5%
TPR vs BR
+12.7%
+388.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | +14.2% | +6.5% | +7.7% | +12.2% |
| 30D | +17.1% | +18.9% | -1.8% | +11.3% |
| 3M | -17.7% | +16.3% | -34.0% | -21.5% |
| 6M | -10.2% | +26.2% | -36.4% | -17.0% |
| YTD | +4.9% | -13.1% | +18.0% | +13.7% |
| 1Y | +36.1% | -10.5% | +46.6% | +45.1% |
| All | +401.5% | +12.7% | +388.8% | +360.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling