-4.5%
TPR vs GEN
+57.0%
-61.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.0% | +7.1% |
| 7D | +13.9% | +8.5% | +5.3% | +13.4% |
| 30D | +14.9% | +34.2% | -19.3% | +14.0% |
| 3M | -15.4% | +10.0% | -25.3% | -16.7% |
| 6M | -4.5% | +56.8% | -61.2% | -1.9% |
| All | -4.5% | +57.0% | -61.5% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling