+421.8%
TPR vs CAPR
+200.7%
+221.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.6% | +10.7% | +7.1% |
| 7D | +13.9% | +29.7% | -15.9% | +13.5% |
| 30D | +14.9% | +11.0% | +4.0% | +14.7% |
| 3M | -15.4% | +118.8% | -134.2% | -16.4% |
| 6M | -4.5% | -73.9% | +69.4% | -3.8% |
| YTD | +6.0% | -70.2% | +76.2% | +6.5% |
| 1Y | +24.3% | +38.3% | -13.9% | +18.0% |
| All | +421.8% | +200.7% | +221.1% | +311.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling