+307.9%
TPR vs BR
+1,465.0%
-1,157.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +0.1% |
| 7D | +14.2% | +6.5% | +7.7% | +10.1% |
| 30D | +17.1% | +18.9% | -1.8% | +5.5% |
| 3M | -17.7% | +16.3% | -34.0% | -25.3% |
| 6M | -10.2% | +26.2% | -36.4% | -23.4% |
| YTD | +4.9% | -13.1% | +18.0% | +10.7% |
| 1Y | +36.1% | -10.5% | +46.6% | +41.0% |
| 3Y | +416.5% | +13.3% | +403.1% | +354.0% |
| 5Y | +254.8% | +19.9% | +234.9% | +194.8% |
| 10Y | +391.7% | +254.2% | +137.5% | +107.3% |
| All | +307.9% | +1,465.0% | -1,157.1% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling