+415.0%
TPR vs EL
+3.4%
+411.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +12.1% | +7.6% | +4.4% | +9.8% |
| 30D | +16.7% | +15.7% | +1.0% | +12.0% |
| 3M | -17.4% | +30.5% | -47.9% | -23.8% |
| 6M | +2.3% | +32.5% | -30.3% | -6.5% |
| YTD | +7.1% | +9.4% | -2.3% | +0.6% |
| 1Y | +29.5% | +28.4% | +1.1% | +14.4% |
| 3Y | +415.0% | +4.4% | +410.6% | +333.6% |
| All | +415.0% | +3.4% | +411.7% | +333.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling