+379.1%
TPR vs CPB
-37.5%
+416.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | +14.2% | +8.0% | +6.2% | +13.7% |
| 30D | +17.1% | +22.4% | -5.3% | +15.8% |
| 3M | -17.7% | +3.8% | -21.5% | -18.0% |
| 6M | -10.2% | +13.7% | -23.8% | -11.0% |
| YTD | +4.9% | -11.7% | +16.6% | +5.4% |
| 1Y | +36.1% | -18.1% | +54.3% | +37.3% |
| 3Y | +416.5% | -34.7% | +451.2% | +425.7% |
| 5Y | +254.8% | -30.6% | +285.3% | +258.7% |
| All | +379.1% | -37.5% | +416.7% | +387.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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