+256.1%
TPR vs EFV
+87.6%
+168.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | +0.7% |
| 7D | +14.2% | -0.7% | +14.9% | +14.8% |
| 30D | +17.1% | +0.9% | +16.2% | +15.6% |
| 3M | -17.7% | -3.6% | -14.2% | -14.4% |
| 6M | -10.2% | +2.5% | -12.7% | -13.1% |
| YTD | +4.9% | +13.2% | -8.3% | -10.2% |
| 1Y | +36.1% | +20.3% | +15.8% | +8.0% |
| 3Y | +416.5% | +84.9% | +331.5% | +134.0% |
| All | +256.1% | +87.6% | +168.5% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling