-9.7%
TPR vs GD
+7.0%
-16.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +4.7% |
| 7D | +12.6% | +3.0% | +9.7% | +10.8% |
| 30D | +7.1% | +10.5% | -3.4% | +2.1% |
| 3M | -19.4% | -5.0% | -14.4% | -18.1% |
| 6M | -9.7% | +5.5% | -15.2% | -11.9% |
| All | -9.7% | +7.0% | -16.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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