+379.8%
TPR vs CG
+304.6%
+75.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.5% |
| 7D | +12.1% | +2.0% | +10.1% | +10.3% |
| 30D | +16.7% | +8.5% | +8.1% | +10.7% |
| 3M | -17.4% | -12.1% | -5.2% | -12.9% |
| 6M | +2.3% | -16.4% | +18.7% | +9.8% |
| YTD | +7.1% | -28.0% | +35.1% | +23.7% |
| 1Y | +29.5% | -18.9% | +48.4% | +39.0% |
| 3Y | +415.0% | +51.2% | +363.8% | +254.3% |
| 5Y | +261.5% | -15.9% | +277.3% | +243.2% |
| All | +379.8% | +304.6% | +75.2% | +126.8% |
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