+256.1%
TPR vs FE
+43.6%
+212.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +14.2% | 0.0% | +14.2% | +14.2% |
| 30D | +17.1% | +5.2% | +11.9% | +16.0% |
| 3M | -17.7% | 0.0% | -17.7% | -17.7% |
| 6M | -10.2% | +5.0% | -15.2% | -11.1% |
| YTD | +4.9% | +7.9% | -3.0% | +3.2% |
| 1Y | +36.1% | +6.3% | +29.8% | +34.2% |
| 3Y | +416.5% | +46.0% | +370.4% | +365.8% |
| All | +256.1% | +43.6% | +212.5% | +197.7% |
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