+36.1%
TPR vs CAPR
+43.1%
-7.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -1.0% |
| 7D | +14.2% | +41.1% | -26.9% | +14.0% |
| 30D | +17.1% | +11.1% | +6.0% | +17.0% |
| 3M | -17.7% | +115.3% | -133.0% | -18.1% |
| 6M | -10.2% | -73.8% | +63.6% | -9.9% |
| YTD | +4.9% | -68.8% | +73.7% | +5.1% |
| 1Y | +36.1% | +43.3% | -7.2% | +34.3% |
| All | +36.1% | +43.1% | -7.0% | +34.3% |
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