+371.7%
TPR vs CP
+251.7%
+120.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.4% | -0.7% | +7.1% | +6.9% |
| 30D | +13.8% | +9.6% | +4.1% | +6.1% |
| 3M | -16.6% | +2.2% | -18.9% | -18.5% |
| 6M | +0.7% | +11.1% | -10.4% | -8.5% |
| YTD | +5.3% | +28.2% | -22.8% | -14.6% |
| 1Y | +32.4% | +32.2% | +0.2% | +4.8% |
| 3Y | +406.4% | +35.5% | +370.9% | +281.7% |
| 5Y | +227.9% | +26.8% | +201.1% | +153.1% |
| 10Y | +371.7% | +256.9% | +114.8% | +92.3% |
| All | +371.7% | +251.7% | +120.0% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling