+240.4%
TPR vs EL
-67.1%
+307.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -1.1% |
| 7D | -2.3% | +0.8% | -3.1% | -2.6% |
| 30D | -23.0% | +19.8% | -42.8% | -28.7% |
| 3M | -12.5% | +25.7% | -38.2% | -20.5% |
| 6M | -21.4% | +5.4% | -26.9% | -24.5% |
| YTD | -3.5% | +0.2% | -3.7% | -7.9% |
| 1Y | +17.4% | +20.4% | -3.1% | +2.4% |
| 3Y | +291.3% | -32.1% | +323.4% | +321.3% |
| All | +240.4% | -67.1% | +307.5% | +482.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling