+421.8%
TPR vs COMP
+309.8%
+112.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -8.2% | +15.2% | +8.5% |
| 7D | +13.9% | -1.8% | +15.7% | +14.0% |
| 30D | +14.9% | -0.8% | +15.7% | +14.6% |
| 3M | -15.4% | -28.1% | +12.8% | -11.2% |
| 6M | -4.5% | +27.0% | -31.5% | -10.5% |
| YTD | +6.0% | -12.8% | +18.8% | +4.6% |
| 1Y | +24.3% | +4.9% | +19.4% | +18.8% |
| All | +421.8% | +309.8% | +112.0% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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