+415.0%
TPR vs BUD
+51.6%
+363.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.7% |
| 7D | +12.1% | +6.0% | +6.0% | +9.9% |
| 30D | +16.7% | +11.3% | +5.4% | +12.3% |
| 3M | -17.4% | +3.6% | -20.9% | -18.5% |
| 6M | +2.3% | +7.7% | -5.4% | -0.8% |
| YTD | +7.1% | +36.4% | -29.2% | -3.8% |
| 1Y | +29.5% | +37.8% | -8.4% | +15.7% |
| 3Y | +415.0% | +51.2% | +363.8% | +297.8% |
| All | +415.0% | +51.6% | +363.4% | +297.8% |
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