+16.9%
TPR vs D
+15.7%
+1.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | -23.3% | -3.6% | -19.7% | -23.1% |
| 3M | -12.8% | -1.0% | -11.8% | -13.1% |
| 6M | -21.7% | +6.3% | -28.0% | -22.6% |
| YTD | -3.9% | +14.7% | -18.6% | -5.6% |
| 1Y | +16.9% | +16.9% | 0.0% | +9.0% |
| All | +16.9% | +15.7% | +1.2% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling