+19.3%
TPR vs GEN
+20.2%
-0.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.4% | +3.1% |
| 7D | +12.6% | +26.9% | -14.2% | +10.1% |
| 30D | +7.1% | +38.6% | -31.5% | +4.3% |
| 3M | -19.4% | +9.7% | -29.1% | -20.8% |
| 6M | -9.7% | +58.9% | -68.6% | -15.9% |
| YTD | -1.0% | +15.3% | -16.3% | +1.1% |
| 1Y | +19.3% | +21.8% | -2.5% | +18.2% |
| All | +19.3% | +20.2% | -0.9% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling