+371.7%
TPR vs CG
+299.0%
+72.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.9% |
| 7D | +6.4% | -3.8% | +10.2% | +8.2% |
| 30D | +13.8% | +7.5% | +6.2% | +8.5% |
| 3M | -16.6% | -14.4% | -2.3% | -10.8% |
| 6M | +0.7% | -15.7% | +16.3% | +7.5% |
| YTD | +5.3% | -29.0% | +34.3% | +22.6% |
| 1Y | +32.4% | -22.1% | +54.5% | +45.5% |
| 3Y | +406.4% | +49.1% | +357.2% | +251.1% |
| 5Y | +227.9% | -18.4% | +246.3% | +217.0% |
| 10Y | +371.7% | +295.1% | +76.6% | +124.8% |
| All | +371.7% | +299.0% | +72.7% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling