+8,387.8%
TPR vs EAT
+1,770.4%
+6,617.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | 0.0% |
| 7D | -1.1% | -7.1% | +5.9% | +1.4% |
| 30D | +15.1% | -2.3% | +17.4% | +15.3% |
| 3M | -13.4% | -19.6% | +6.2% | -7.1% |
| 6M | +1.4% | +46.0% | -44.7% | -14.3% |
| YTD | +4.8% | +37.7% | -32.9% | -10.9% |
| 1Y | +29.2% | +73.8% | -44.6% | +0.2% |
| 3Y | +403.7% | +482.1% | -78.4% | +130.1% |
| 5Y | +230.8% | +362.5% | -131.6% | +56.5% |
| 10Y | +369.2% | +319.3% | +49.9% | +87.8% |
| All | +8,387.8% | +1,770.4% | +6,617.3% | +1,341.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling