+326.1%
TPR vs FE
+115.1%
+211.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -2.3% | +1.9% | -4.2% | -3.1% |
| 30D | -23.0% | -1.2% | -21.8% | -22.6% |
| 3M | -12.5% | +3.5% | -16.0% | -13.8% |
| 6M | -21.4% | -6.1% | -15.4% | -19.7% |
| YTD | -3.5% | +7.6% | -11.1% | -6.8% |
| 1Y | +17.4% | +11.9% | +5.4% | +11.3% |
| 3Y | +291.3% | +48.4% | +242.8% | +221.8% |
| 5Y | +241.9% | +44.8% | +197.1% | +177.7% |
| All | +326.1% | +115.1% | +211.0% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling