+318.5%
TPR vs GEN
+158.5%
+160.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | -2.3% | -1.2% | -1.1% | -2.0% |
| 30D | -23.0% | +10.1% | -33.1% | -25.1% |
| 3M | -12.5% | +16.1% | -28.6% | -16.2% |
| 6M | -21.4% | +38.9% | -60.3% | -28.9% |
| YTD | -3.5% | +14.4% | -17.9% | -8.2% |
| 1Y | +17.4% | +5.9% | +11.5% | +14.0% |
| 3Y | +291.3% | +58.8% | +232.5% | +240.2% |
| 5Y | +241.9% | +24.7% | +217.2% | +209.4% |
| All | +318.5% | +158.5% | +160.0% | +193.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling