+239.1%
TPR vs BR
+9.8%
+229.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.3% | -2.7% |
| 7D | -3.4% | -5.9% | +2.6% | -0.8% |
| 30D | -27.3% | +1.9% | -29.2% | -28.1% |
| 3M | -16.2% | +14.7% | -30.9% | -21.8% |
| 6M | -17.9% | -12.8% | -5.1% | -13.0% |
| YTD | -7.1% | -23.0% | +15.9% | +4.7% |
| 1Y | +13.6% | -31.7% | +45.3% | +36.8% |
| 3Y | +293.7% | -4.8% | +298.5% | +289.6% |
| 5Y | +239.1% | +7.8% | +231.3% | +177.7% |
| All | +239.1% | +9.8% | +229.3% | +177.7% |
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 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