+5.6%
TPR vs IRE
-84.4%
+90.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -0.2% |
| 7D | -2.3% | +54.8% | -57.1% | -3.1% |
| 30D | -23.0% | +18.4% | -41.4% | -23.5% |
| 3M | -12.5% | -66.7% | +54.3% | -10.8% |
| 6M | -21.4% | -52.3% | +30.9% | -22.2% |
| YTD | -3.5% | -52.3% | +48.8% | -7.4% |
| All | +5.6% | -84.4% | +90.0% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling