+371.7%
TPR vs FIVE
+535.9%
-164.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | +6.4% | -0.5% | +6.9% | +6.4% |
| 30D | +13.8% | +17.4% | -3.6% | +5.6% |
| 3M | -16.6% | +7.0% | -23.7% | -19.9% |
| 6M | +0.7% | +20.5% | -19.8% | -9.6% |
| YTD | +5.3% | +33.1% | -27.8% | -10.0% |
| 1Y | +32.4% | +67.1% | -34.7% | +1.9% |
| 3Y | +406.4% | +41.9% | +364.5% | +280.0% |
| 5Y | +227.9% | +21.1% | +206.9% | +153.4% |
| 10Y | +371.7% | +518.8% | -147.1% | +77.4% |
| All | +371.7% | +535.9% | -164.2% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling