+357.0%
TPR vs EL
+60.4%
+296.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | -1.1% | +2.7% | -3.8% | -2.4% |
| 30D | +15.1% | +10.8% | +4.3% | +8.9% |
| 3M | -13.4% | +26.5% | -39.9% | -24.5% |
| 6M | +1.4% | +31.1% | -29.8% | -14.2% |
| YTD | +4.8% | +6.6% | -1.9% | -5.6% |
| 1Y | +29.2% | +21.8% | +7.4% | +7.4% |
| 3Y | +403.7% | +1.8% | +401.9% | +315.8% |
| 5Y | +230.8% | -65.6% | +296.4% | +467.9% |
| All | +357.0% | +60.4% | +296.6% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling