+240.4%
TPR vs D
+4.5%
+235.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -23.0% | -3.6% | -19.4% | -22.5% |
| 3M | -12.5% | -1.0% | -11.5% | -12.5% |
| 6M | -21.4% | +6.3% | -27.7% | -22.7% |
| YTD | -3.5% | +14.7% | -18.2% | -6.6% |
| 1Y | +17.4% | +16.9% | +0.4% | +13.0% |
| 3Y | +291.3% | +56.8% | +234.5% | +247.4% |
| All | +240.4% | +4.5% | +235.9% | +209.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling