+379.1%
TPR vs BUD
-9.0%
+388.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.2% |
| 7D | +14.2% | +4.5% | +9.7% | +11.4% |
| 30D | +17.1% | +12.5% | +4.6% | +9.2% |
| 3M | -17.7% | 0.0% | -17.7% | -18.1% |
| 6M | -10.2% | +3.8% | -14.0% | -12.7% |
| YTD | +4.9% | +33.1% | -28.1% | -12.2% |
| 1Y | +36.1% | +35.5% | +0.6% | +12.4% |
| 3Y | +416.5% | +49.4% | +367.1% | +288.0% |
| 5Y | +254.8% | +48.0% | +206.7% | +163.6% |
| All | +379.1% | -9.0% | +388.1% | +247.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling