+13.6%
TPR vs EAT
+39.9%
-26.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.4% | -3.1% |
| 7D | -3.4% | -4.9% | +1.5% | -2.4% |
| 30D | -27.3% | -1.2% | -26.1% | -27.0% |
| 3M | -16.2% | +52.2% | -68.5% | -23.0% |
| 6M | -17.9% | +65.0% | -82.9% | -25.9% |
| YTD | -7.1% | +55.0% | -62.1% | -14.7% |
| 1Y | +13.6% | +42.1% | -28.4% | +4.7% |
| All | +13.6% | +39.9% | -26.3% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling