+240.4%
TPR vs FE
+45.0%
+195.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -2.3% | +1.9% | -4.2% | -2.7% |
| 30D | -23.0% | -1.2% | -21.8% | -22.8% |
| 3M | -12.5% | +3.5% | -16.0% | -13.1% |
| 6M | -21.4% | -6.1% | -15.4% | -20.6% |
| YTD | -3.5% | +7.6% | -11.1% | -5.1% |
| 1Y | +17.4% | +11.9% | +5.4% | +14.4% |
| 3Y | +291.3% | +48.4% | +242.8% | +251.7% |
| All | +240.4% | +45.0% | +195.4% | +194.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling