+256.1%
TPR vs EL
-66.1%
+322.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.3% | -1.8% |
| 7D | +14.2% | +0.8% | +13.4% | +13.6% |
| 30D | +17.1% | +16.5% | +0.6% | +10.3% |
| 3M | -17.7% | +29.2% | -46.9% | -26.3% |
| 6M | -10.2% | +27.9% | -38.1% | -19.7% |
| YTD | +4.9% | +6.2% | -1.3% | -2.5% |
| 1Y | +36.1% | +27.2% | +9.0% | +16.1% |
| 3Y | +416.5% | +3.2% | +413.2% | +343.1% |
| All | +256.1% | -66.1% | +322.3% | +487.4% |
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