+299.4%
TPR vs EL
-31.7%
+331.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.8% |
| 7D | -2.3% | +0.8% | -3.1% | -2.5% |
| 30D | -23.0% | +19.8% | -42.8% | -27.1% |
| 3M | -12.5% | +25.7% | -38.2% | -18.3% |
| 6M | -21.4% | +5.4% | -26.9% | -23.5% |
| YTD | -3.5% | +0.2% | -3.7% | -6.8% |
| 1Y | +17.4% | +20.4% | -3.1% | +5.9% |
| All | +299.4% | -31.7% | +331.1% | +301.7% |
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