+240.4%
TPR vs GEN
+24.6%
+215.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -25.5% |
| 3M | -12.5% | +16.1% | -28.6% | -16.9% |
| 6M | -21.4% | +38.9% | -60.3% | -30.5% |
| YTD | -3.5% | +14.4% | -17.9% | -8.6% |
| 1Y | +17.4% | +5.9% | +11.5% | +14.3% |
| 3Y | +291.3% | +58.8% | +232.5% | +228.7% |
| All | +240.4% | +24.6% | +215.8% | +206.8% |
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 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