+256.1%
TPR vs GEN
+32.5%
+223.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.3% |
| 7D | +14.2% | +2.3% | +11.9% | +13.5% |
| 30D | +17.1% | +33.1% | -16.0% | +7.8% |
| 3M | -17.7% | +6.5% | -24.2% | -20.1% |
| 6M | -10.2% | +53.8% | -64.0% | -23.7% |
| YTD | +4.9% | +11.2% | -6.3% | -0.4% |
| 1Y | +36.1% | +19.4% | +16.7% | +25.7% |
| 3Y | +416.5% | +81.0% | +335.4% | +313.2% |
| All | +256.1% | +32.5% | +223.6% | +213.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling