+8,486.3%
TPR vs CP
+4,811.6%
+3,674.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.9% |
| YTD | +6.0% | +28.2% | -22.2% | -9.7% |
| 1Y | +24.3% | +34.1% | -9.8% | +3.3% |
| 3Y | +412.8% | +28.9% | +384.0% | +330.4% |
| 5Y | +258.4% | +27.1% | +231.4% | +199.8% |
| 10Y | +396.8% | +264.8% | +132.0% | +136.7% |
| All | +8,486.3% | +4,811.6% | +3,674.7% | +605.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling