+255.1%
TPR vs BR
+19.0%
+236.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.2% |
| 7D | +14.2% | +6.5% | +7.7% | +11.2% |
| 30D | +17.1% | +18.9% | -1.8% | +8.6% |
| 3M | -17.7% | +16.3% | -34.0% | -23.3% |
| 6M | -10.2% | +26.2% | -36.4% | -20.1% |
| YTD | +4.9% | -13.1% | +18.0% | +12.6% |
| 1Y | +36.1% | -10.5% | +46.6% | +43.5% |
| 3Y | +416.5% | +13.3% | +403.1% | +367.4% |
| All | +255.1% | +19.0% | +236.1% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling