+239.1%
TPR vs EFV
+96.3%
+142.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -2.9% |
| 7D | -3.4% | +1.0% | -4.3% | -4.5% |
| 30D | -27.3% | +0.2% | -27.5% | -27.5% |
| 3M | -16.2% | +9.6% | -25.8% | -25.3% |
| 6M | -17.9% | +14.0% | -31.9% | -29.9% |
| YTD | -7.1% | +18.5% | -25.6% | -24.6% |
| 1Y | +13.6% | +27.9% | -14.3% | -16.2% |
| 3Y | +293.7% | +92.4% | +201.3% | +69.4% |
| 5Y | +239.1% | +97.2% | +141.9% | +41.1% |
| All | +239.1% | +96.3% | +142.8% | +41.1% |
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