-19.9%
TPR vs INFQ
-9.8%
-10.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -23.0% | +18.4% | -41.4% | -25.0% |
| 3M | -12.5% | -24.2% | +11.7% | -10.5% |
| 6M | -21.4% | +8.9% | -30.3% | -26.5% |
| All | -19.9% | -9.8% | -10.0% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 all: compounded portfolio wealth divided by compounded INFQ 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…
all analysis · Full analysis span regression · 6 months rolling