+421.8%
TPR vs FIVE
+35.4%
+386.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.3% | +11.3% | +8.4% |
| 7D | +13.9% | -1.7% | +15.6% | +14.3% |
| 30D | +14.9% | +14.9% | 0.0% | +10.0% |
| 3M | -15.4% | +7.6% | -23.0% | -17.9% |
| 6M | -4.5% | +6.4% | -10.9% | -7.4% |
| YTD | +6.0% | +28.1% | -22.1% | -3.4% |
| 1Y | +24.3% | +54.7% | -30.4% | +7.0% |
| All | +421.8% | +35.4% | +386.4% | +291.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling