+379.1%
TPR vs CP
+253.8%
+125.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.2% |
| 7D | +14.2% | +2.8% | +11.4% | +11.9% |
| 30D | +17.1% | +10.2% | +6.9% | +8.8% |
| 3M | -17.7% | +2.4% | -20.1% | -19.8% |
| 6M | -10.2% | +7.7% | -17.8% | -16.3% |
| YTD | +4.9% | +26.0% | -21.1% | -13.9% |
| 1Y | +36.1% | +34.6% | +1.5% | +6.2% |
| 3Y | +416.5% | +26.7% | +389.8% | +310.2% |
| 5Y | +254.8% | +24.9% | +229.9% | +176.7% |
| All | +379.1% | +253.8% | +125.3% | +102.2% |
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