+377.9%
TPR vs EAT
+382.1%
-4.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | 0.0% |
| 7D | +14.2% | -2.6% | +16.8% | +15.1% |
| 30D | +17.1% | +11.5% | +5.6% | +12.1% |
| 3M | -17.7% | -9.1% | -8.6% | -16.0% |
| 6M | -10.2% | +40.4% | -50.6% | -22.2% |
| YTD | +4.9% | +43.9% | -39.0% | -11.1% |
| 1Y | +36.1% | +101.9% | -65.8% | +1.6% |
| 3Y | +416.5% | +489.9% | -73.4% | +142.7% |
| 5Y | +254.8% | +362.6% | -107.9% | +72.6% |
| All | +377.9% | +382.1% | -4.1% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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