+240.4%
TPR vs COMP
-31.2%
+271.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -2.3% | +1.4% | -3.7% | -2.6% |
| 30D | -23.0% | -13.3% | -9.6% | -21.3% |
| 3M | -12.5% | +41.1% | -53.6% | -18.6% |
| 6M | -21.4% | +17.2% | -38.6% | -25.2% |
| YTD | -3.5% | +5.2% | -8.7% | -7.1% |
| 1Y | +17.4% | +18.9% | -1.6% | +9.8% |
| 3Y | +291.3% | +215.9% | +75.3% | +186.8% |
| All | +240.4% | -31.2% | +271.6% | +189.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling