+230.8%
TPR vs EL
-65.5%
+296.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | -1.1% | +2.7% | -3.8% | -2.1% |
| 30D | +15.1% | +10.8% | +4.3% | +10.4% |
| 3M | -13.4% | +26.5% | -39.9% | -21.7% |
| 6M | +1.4% | +31.1% | -29.8% | -10.3% |
| YTD | +4.8% | +6.6% | -1.9% | -2.8% |
| 1Y | +29.2% | +21.8% | +7.4% | +12.4% |
| 3Y | +403.7% | +1.8% | +401.9% | +336.1% |
| 5Y | +230.8% | -65.6% | +296.4% | +439.7% |
| All | +230.8% | -65.5% | +296.4% | +439.7% |
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 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