+602.7%
TPR vs BUD
+201.1%
+401.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.3% | +0.3% | -2.6% | -2.5% |
| 30D | -23.0% | -5.7% | -17.3% | -20.6% |
| 3M | -12.5% | +3.1% | -15.6% | -14.3% |
| 6M | -21.4% | +7.9% | -29.3% | -25.1% |
| YTD | -3.5% | +27.3% | -30.8% | -16.4% |
| 1Y | +17.4% | +37.8% | -20.5% | -3.2% |
| 3Y | +291.3% | +49.8% | +241.4% | +197.8% |
| 5Y | +241.9% | +43.8% | +198.1% | +163.4% |
| 10Y | +322.7% | -22.6% | +345.3% | +306.2% |
| All | +602.7% | +201.1% | +401.6% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling