-4.5%
TPR vs FIVE
+3.9%
-8.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.3% | +11.3% | +7.8% |
| 7D | +13.9% | -1.7% | +15.6% | +13.9% |
| 30D | +14.9% | +14.9% | 0.0% | +11.7% |
| 3M | -15.4% | +7.6% | -23.0% | -17.2% |
| 6M | -4.5% | +6.4% | -10.9% | -3.5% |
| All | -4.5% | +3.9% | -8.4% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling