+18.0%
TPR vs CG
-24.6%
+42.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -2.3% | -4.3% | +2.0% | -1.2% |
| 30D | -23.0% | -5.1% | -17.9% | -22.1% |
| 3M | -12.5% | +8.7% | -21.1% | -15.8% |
| 6M | -21.4% | -9.2% | -12.2% | -19.5% |
| YTD | -3.5% | -18.9% | +15.3% | +1.6% |
| All | +18.0% | -24.6% | +42.6% | +26.3% |
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