+234.9%
TPR vs BUD
+51.6%
+183.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -0.3% | +1.0% | -1.3% | -0.8% |
| 30D | +15.1% | +6.7% | +8.4% | +11.2% |
| 3M | +3.5% | +5.7% | -2.2% | +0.3% |
| 6M | +0.4% | +5.8% | -5.4% | -3.2% |
| YTD | +4.6% | +34.4% | -29.8% | -11.5% |
| 1Y | +33.1% | +33.3% | -0.2% | +12.9% |
| 3Y | +396.0% | +48.8% | +347.2% | +277.1% |
| All | +234.9% | +51.6% | +183.3% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling