+16.9%
TPR vs FIVE
+66.7%
-49.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -2.2% |
| 7D | -2.7% | +4.3% | -6.9% | -4.2% |
| 30D | -23.3% | +12.5% | -35.8% | -27.0% |
| 3M | -12.8% | +31.2% | -44.0% | -22.4% |
| 6M | -21.7% | +14.4% | -36.1% | -26.4% |
| YTD | -3.9% | +33.9% | -37.8% | -17.4% |
| 1Y | +16.9% | +65.1% | -48.1% | -10.9% |
| All | +16.9% | +66.7% | -49.8% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling