+8,398.6%
TPR vs EL
+686.7%
+7,711.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.3% | -2.2% |
| 7D | +14.2% | +0.8% | +13.4% | +13.3% |
| 30D | +17.1% | +16.5% | +0.6% | +7.5% |
| 3M | -17.7% | +29.2% | -46.9% | -29.7% |
| 6M | -10.2% | +27.9% | -38.1% | -23.7% |
| YTD | +4.9% | +6.2% | -1.3% | -5.8% |
| 1Y | +36.1% | +27.2% | +9.0% | +9.9% |
| 3Y | +416.5% | +3.2% | +413.2% | +322.6% |
| 5Y | +254.8% | -66.0% | +320.8% | +439.9% |
| 10Y | +391.7% | +58.3% | +333.4% | +215.0% |
| All | +8,398.6% | +686.7% | +7,711.9% | +1,769.5% |
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