+389.7%
TPR vs BUD
-8.7%
+398.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | +1.7% |
| 7D | +12.7% | +1.3% | +11.3% | +11.9% |
| 30D | +17.1% | +10.0% | +7.0% | +10.6% |
| 3M | -15.9% | +1.6% | -17.5% | -17.0% |
| 6M | +2.6% | +6.5% | -3.9% | -1.9% |
| YTD | +7.5% | +34.8% | -27.4% | -10.8% |
| 1Y | +32.9% | +36.5% | -3.5% | +9.3% |
| 3Y | +413.8% | +49.0% | +364.9% | +286.7% |
| 5Y | +263.9% | +51.7% | +212.2% | +166.2% |
| 10Y | +389.7% | -7.5% | +397.3% | +254.0% |
| All | +389.7% | -8.7% | +398.5% | +254.0% |
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