+294.9%
TPR vs CAPR
-99.1%
+393.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -2.3% | -2.0% | -0.3% | -2.3% |
| 30D | -23.0% | +139.2% | -162.2% | -24.4% |
| 3M | -12.5% | -66.4% | +53.9% | -11.9% |
| 6M | -21.4% | -63.1% | +41.7% | -21.1% |
| YTD | -3.5% | -67.4% | +63.9% | -3.0% |
| 1Y | +17.4% | +58.2% | -40.9% | +9.6% |
| 3Y | +291.3% | +42.2% | +249.0% | +257.5% |
| 5Y | +241.9% | +87.3% | +154.7% | +207.8% |
| 10Y | +322.7% | -75.3% | +397.9% | +261.5% |
| All | +294.9% | -99.1% | +393.9% | +226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling