+168.9%
TPR vs CG
+281.3%
-112.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.7% |
| 7D | +14.2% | -1.2% | +15.4% | +14.5% |
| 30D | +17.1% | +5.0% | +12.1% | +13.8% |
| 3M | -17.7% | -18.2% | +0.5% | -10.8% |
| 6M | -10.2% | -20.7% | +10.5% | -1.7% |
| YTD | +4.9% | -31.4% | +36.3% | +21.9% |
| 1Y | +36.1% | -22.3% | +58.4% | +48.2% |
| 3Y | +416.5% | +50.2% | +366.3% | +286.8% |
| 5Y | +254.8% | -22.1% | +276.8% | +254.3% |
| 10Y | +391.7% | +295.5% | +96.2% | +170.5% |
| All | +168.9% | +281.3% | -112.4% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling