+306.7%
TPR vs EFV
+162.1%
+144.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.0% |
| 7D | -7.3% | -0.5% | -6.8% | -6.6% |
| 30D | -30.7% | 0.0% | -30.7% | -30.8% |
| 3M | -21.6% | +8.4% | -30.0% | -30.2% |
| 6M | -21.3% | +12.3% | -33.7% | -33.1% |
| YTD | -10.2% | +17.4% | -27.6% | -28.6% |
| 1Y | +9.5% | +27.1% | -17.6% | -22.3% |
| 3Y | +280.8% | +90.7% | +190.1% | +47.3% |
| 5Y | +218.7% | +95.6% | +123.1% | +20.2% |
| 10Y | +306.7% | +165.3% | +141.4% | +3.8% |
| All | +306.7% | +162.1% | +144.6% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EFV 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling