+36.1%
TPR vs IRE
-98.3%
+134.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +39.6% | -40.6% | -1.0% |
| 7D | +14.2% | -27.2% | +41.4% | +14.3% |
| 30D | +17.1% | -75.1% | +92.2% | +18.2% |
| 3M | -17.7% | -77.9% | +60.1% | -17.2% |
| 6M | -10.2% | -94.6% | +84.4% | -7.8% |
| YTD | +4.9% | -91.5% | +96.4% | +2.7% |
| 1Y | +36.1% | -97.8% | +134.0% | +43.7% |
| All | +36.1% | -98.3% | +134.5% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling