+234.9%
TPR vs FIVE
+16.7%
+218.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -0.3% | +2.7% | -2.9% | -1.3% |
| 30D | +15.1% | +12.7% | +2.4% | +9.8% |
| 3M | +3.5% | +2.1% | +1.5% | +2.1% |
| 6M | +0.4% | +17.5% | -17.0% | -7.4% |
| YTD | +4.6% | +31.0% | -26.4% | -7.9% |
| 1Y | +33.1% | +67.7% | -34.6% | +6.5% |
| 3Y | +396.0% | +43.4% | +352.6% | +293.7% |
| All | +234.9% | +16.7% | +218.2% | +178.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling