+396.0%
TPR vs EAT
+476.7%
-80.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | -0.3% | -4.0% | +3.7% | +0.6% |
| 30D | +15.1% | -2.9% | +18.0% | +15.4% |
| 3M | +3.5% | -16.9% | +20.4% | +7.5% |
| 6M | +0.4% | +57.0% | -56.5% | -11.7% |
| YTD | +4.6% | +38.2% | -33.6% | -5.7% |
| 1Y | +33.1% | +69.3% | -36.2% | +13.2% |
| 3Y | +396.0% | +483.0% | -87.0% | +148.2% |
| All | +396.0% | +476.7% | -80.7% | +148.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling