+240.4%
TPR vs CP
+32.0%
+208.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -2.3% | -2.7% | +0.4% | -0.8% |
| 30D | -23.0% | +0.2% | -23.1% | -23.3% |
| 3M | -12.5% | +2.6% | -15.0% | -14.4% |
| 6M | -21.4% | +6.0% | -27.4% | -24.8% |
| YTD | -3.5% | +24.9% | -28.4% | -16.8% |
| 1Y | +17.4% | +20.1% | -2.8% | +3.7% |
| 3Y | +291.3% | +16.4% | +274.9% | +244.7% |
| All | +240.4% | +32.0% | +208.4% | +171.1% |
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