+32.4%
TPR vs CG
-19.9%
+52.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | +6.4% | -3.8% | +10.2% | +7.1% |
| 30D | +13.8% | +7.5% | +6.2% | +11.3% |
| 3M | -16.6% | -14.4% | -2.3% | -14.4% |
| 6M | +0.7% | -15.7% | +16.3% | +3.8% |
| YTD | +5.3% | -29.0% | +34.3% | +13.2% |
| 1Y | +32.4% | -22.1% | +54.5% | +37.0% |
| All | +32.4% | -19.9% | +52.3% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling