+379.8%
TPR vs EAT
+321.8%
+57.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +1.1% |
| 7D | +12.1% | -5.9% | +18.0% | +14.2% |
| 30D | +16.7% | +0.7% | +16.0% | +15.6% |
| 3M | -17.4% | -14.2% | -3.1% | -14.1% |
| 6M | +2.3% | +40.7% | -38.4% | -11.5% |
| YTD | +7.1% | +36.0% | -28.8% | -7.5% |
| 1Y | +29.5% | +83.1% | -53.6% | 0.0% |
| 3Y | +415.0% | +474.8% | -59.8% | +143.9% |
| 5Y | +261.5% | +347.6% | -86.1% | +77.8% |
| All | +379.8% | +321.8% | +57.9% | +130.5% |
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