+258.4%
TPR vs CP
+27.2%
+231.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.5% |
| 7D | +13.9% | +6.1% | +7.8% | +10.0% |
| 30D | +14.9% | +9.8% | +5.2% | +8.8% |
| 3M | -15.4% | +2.7% | -18.1% | -17.2% |
| 6M | -4.5% | +12.8% | -17.3% | -12.1% |
| YTD | +6.0% | +28.2% | -22.2% | -10.3% |
| 1Y | +24.3% | +34.1% | -9.8% | +2.3% |
| 3Y | +412.8% | +28.9% | +384.0% | +322.0% |
| 5Y | +258.4% | +27.1% | +231.4% | +194.0% |
| All | +258.4% | +27.2% | +231.3% | +194.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling