+32.4%
TPR vs D
+16.5%
+15.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +6.4% | -2.4% | +8.8% | +6.6% |
| 30D | +13.8% | +9.0% | +4.8% | +13.3% |
| 3M | -16.6% | +1.0% | -17.6% | -16.9% |
| 6M | +0.7% | +11.0% | -10.3% | -0.4% |
| YTD | +5.3% | +19.8% | -14.4% | +5.6% |
| 1Y | +32.4% | +16.0% | +16.4% | +32.4% |
| All | +32.4% | +16.5% | +15.9% | +32.4% |
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