+413.8%
TPR vs BUD
+48.5%
+365.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | +2.0% |
| 7D | +12.7% | +1.3% | +11.3% | +12.2% |
| 30D | +17.1% | +10.0% | +7.0% | +13.2% |
| 3M | -15.9% | +1.6% | -17.5% | -16.4% |
| 6M | +2.6% | +6.5% | -3.9% | -0.1% |
| YTD | +7.5% | +34.8% | -27.4% | -3.1% |
| 1Y | +32.9% | +36.5% | -3.5% | +19.2% |
| 3Y | +413.8% | +49.0% | +364.9% | +299.9% |
| All | +413.8% | +48.5% | +365.3% | +299.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling