+256.1%
TPR vs COMP
-17.6%
+273.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.7% | -11.8% | -2.9% |
| 7D | +14.2% | +13.4% | +0.8% | +11.3% |
| 30D | +17.1% | +11.1% | +6.0% | +14.3% |
| 3M | -17.7% | -18.8% | +1.1% | -15.4% |
| 6M | -10.2% | +10.5% | -20.7% | -13.4% |
| YTD | +4.9% | -3.4% | +8.3% | +2.0% |
| 1Y | +36.1% | +19.7% | +16.4% | +27.0% |
| 3Y | +416.5% | +381.6% | +34.9% | +249.2% |
| All | +256.1% | -17.6% | +273.7% | +204.7% |
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