+33.1%
TPR vs CAPR
+63.5%
-30.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.8% | -0.1% |
| 7D | -0.3% | +5.9% | -6.2% | -0.3% |
| 30D | +15.1% | +44.6% | -29.5% | +14.8% |
| 3M | +3.5% | +126.4% | -122.8% | +3.0% |
| 6M | +0.4% | -68.6% | +69.0% | +0.7% |
| YTD | +4.6% | -67.0% | +71.6% | +4.8% |
| 1Y | +33.1% | +65.2% | -32.1% | +31.2% |
| All | +33.1% | +63.5% | -30.4% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling