+310.3%
TPR vs BR
-1.3%
+311.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.0% |
| 7D | -2.3% | -5.3% | +3.0% | -0.7% |
| 30D | -23.0% | +6.4% | -29.4% | -24.6% |
| 3M | -12.5% | +13.6% | -26.1% | -16.4% |
| 6M | -21.4% | -6.7% | -14.7% | -19.2% |
| YTD | -3.5% | -21.1% | +17.6% | +7.5% |
| 1Y | +17.4% | -29.6% | +46.9% | +38.8% |
| All | +310.3% | -1.3% | +311.6% | +300.4% |
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 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