+671.9%
TPR vs BUD
+219.3%
+452.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.2% | +6.1% |
| 7D | +13.9% | +7.1% | +6.7% | +9.6% |
| 30D | +14.9% | +12.7% | +2.3% | +7.4% |
| 3M | -15.4% | 0.0% | -15.4% | -15.8% |
| 6M | -4.5% | +7.6% | -12.1% | -8.9% |
| YTD | +6.0% | +35.0% | -29.0% | -11.3% |
| 1Y | +24.3% | +37.6% | -13.2% | +2.6% |
| 3Y | +412.8% | +51.5% | +361.3% | +288.5% |
| 5Y | +258.4% | +50.2% | +208.2% | +169.8% |
| 10Y | +396.8% | -7.2% | +404.0% | +333.4% |
| All | +671.9% | +219.3% | +452.6% | +188.1% |
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