+249.0%
TPR vs COMP
-52.8%
+301.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | +2.2% |
| 7D | +12.6% | +9.5% | +3.2% | +10.8% |
| 30D | +7.1% | +8.1% | -0.9% | +5.5% |
| 3M | -19.4% | -16.3% | -3.0% | -17.3% |
| 6M | -9.7% | +42.2% | -51.9% | -17.0% |
| YTD | -1.0% | -5.0% | +4.0% | -3.1% |
| 1Y | +19.3% | +20.1% | -0.8% | +11.8% |
| 3Y | +379.0% | +358.4% | +20.5% | +230.0% |
| 5Y | +239.1% | -21.9% | +261.0% | +180.1% |
| All | +249.0% | -52.8% | +301.8% | +206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling