+396.0%
TPR vs CG
+46.4%
+349.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -0.3% | +0.2% | -0.5% | -0.5% |
| 30D | +15.1% | +11.2% | +3.9% | +9.6% |
| 3M | +3.5% | -22.1% | +25.6% | +14.0% |
| 6M | +0.4% | -17.9% | +18.4% | +6.9% |
| YTD | +4.6% | -31.3% | +35.9% | +19.6% |
| 1Y | +33.1% | -24.0% | +57.1% | +44.6% |
| 3Y | +396.0% | +45.0% | +351.0% | +243.2% |
| All | +396.0% | +46.4% | +349.6% | +243.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling