+7,716.4%
TPR vs EL
+642.4%
+7,074.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -1.5% |
| 7D | -2.3% | +0.8% | -3.1% | -2.7% |
| 30D | -23.0% | +19.8% | -42.8% | -30.9% |
| 3M | -12.5% | +25.7% | -38.2% | -23.5% |
| 6M | -21.4% | +5.4% | -26.9% | -26.1% |
| YTD | -3.5% | +0.2% | -3.7% | -9.8% |
| 1Y | +17.4% | +20.4% | -3.1% | -1.9% |
| 3Y | +291.3% | -32.1% | +323.4% | +305.5% |
| 5Y | +241.9% | -67.2% | +309.1% | +433.5% |
| 10Y | +322.7% | +31.7% | +290.9% | +201.6% |
| All | +7,716.4% | +642.4% | +7,074.1% | +1,690.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling