+240.4%
TPR vs CG
+10.1%
+230.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.8% |
| 7D | -2.3% | -4.3% | +2.0% | -0.2% |
| 30D | -23.0% | -5.1% | -17.9% | -21.8% |
| 3M | -12.5% | +8.7% | -21.1% | -17.5% |
| 6M | -21.4% | -9.2% | -12.2% | -19.0% |
| YTD | -3.5% | -18.9% | +15.3% | +4.3% |
| 1Y | +17.4% | -25.6% | +43.0% | +32.0% |
| 3Y | +291.3% | +57.3% | +234.0% | +176.5% |
| All | +240.4% | +10.1% | +230.3% | +178.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling