+199.6%
TPR vs FIVE
+868.1%
-668.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -2.0% |
| 7D | -2.3% | +4.3% | -6.6% | -4.0% |
| 30D | -23.0% | +12.5% | -35.5% | -26.8% |
| 3M | -12.5% | +31.2% | -43.7% | -22.0% |
| 6M | -21.4% | +14.4% | -35.8% | -26.7% |
| YTD | -3.5% | +33.9% | -37.4% | -15.5% |
| 1Y | +17.4% | +65.1% | -47.7% | -5.4% |
| 3Y | +291.3% | +49.0% | +242.3% | +200.3% |
| 5Y | +241.9% | +30.3% | +211.6% | +166.7% |
| 10Y | +322.7% | +481.1% | -158.4% | +104.3% |
| All | +199.6% | +868.1% | -668.5% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling