+299.4%
TPR vs GEN
+58.9%
+240.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | -2.3% | -1.2% | -1.1% | -2.0% |
| 30D | -23.0% | +10.1% | -33.1% | -25.3% |
| 3M | -12.5% | +16.1% | -28.6% | -16.6% |
| 6M | -21.4% | +38.9% | -60.3% | -30.0% |
| YTD | -3.5% | +14.4% | -17.9% | -7.4% |
| 1Y | +17.4% | +5.9% | +11.5% | +16.2% |
| All | +299.4% | +58.9% | +240.5% | +242.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling