+17.3%
TPR vs IRE
-97.7%
+115.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.8% | +15.5% | -0.3% |
| 7D | +12.1% | -41.9% | +54.0% | +12.4% |
| 30D | +16.7% | -75.1% | +91.7% | +18.1% |
| 3M | -17.4% | -82.4% | +65.0% | -16.3% |
| 6M | +2.3% | -95.5% | +97.8% | +5.9% |
| YTD | +7.1% | -93.1% | +100.2% | +4.9% |
| 1Y | +29.5% | -97.8% | +127.3% | +34.0% |
| All | +17.3% | -97.7% | +115.0% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling