+258.4%
TPR vs CAPR
+126.3%
+132.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.6% | +10.7% | +7.1% |
| 7D | +13.9% | +29.7% | -15.9% | +13.4% |
| 30D | +14.9% | +11.0% | +4.0% | +14.7% |
| 3M | -15.4% | +118.8% | -134.2% | -16.7% |
| 6M | -4.5% | -73.9% | +69.4% | -3.6% |
| YTD | +6.0% | -70.2% | +76.2% | +6.6% |
| 1Y | +24.3% | +38.3% | -13.9% | +16.3% |
| 3Y | +412.8% | +199.7% | +213.2% | +320.5% |
| 5Y | +258.4% | +130.6% | +127.9% | +173.4% |
| All | +258.4% | +126.3% | +132.1% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling