+240.4%
TPR vs EAT
+350.4%
-110.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -23.0% | +1.9% | -24.8% | -23.7% |
| 3M | -12.5% | +68.7% | -81.1% | -27.4% |
| 6M | -21.4% | +66.9% | -88.3% | -35.5% |
| YTD | -3.5% | +60.4% | -63.9% | -20.0% |
| 1Y | +17.4% | +44.0% | -26.6% | +0.2% |
| 3Y | +291.3% | +604.7% | -313.4% | +62.9% |
| All | +240.4% | +350.4% | -110.0% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling