+465.4%
TPR vs EFV
+258.8%
+206.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.3% | +1.5% | -3.8% | -3.8% |
| 30D | -23.0% | +1.7% | -24.7% | -24.4% |
| 3M | -12.5% | +8.6% | -21.1% | -19.7% |
| 6M | -21.4% | +11.7% | -33.1% | -29.6% |
| YTD | -3.5% | +19.3% | -22.8% | -19.5% |
| 1Y | +17.4% | +30.2% | -12.9% | -10.5% |
| 3Y | +291.3% | +91.6% | +199.7% | +100.4% |
| 5Y | +241.9% | +96.4% | +145.5% | +74.3% |
| 10Y | +322.7% | +166.5% | +156.2% | +73.4% |
| All | +465.4% | +258.8% | +206.5% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling