+16.0%
TPR vs IRE
-98.0%
+114.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -33.9% | +41.0% | +7.2% |
| 7D | +13.9% | -57.1% | +71.0% | +14.5% |
| 30D | +14.9% | -84.4% | +99.4% | +17.1% |
| 3M | -15.4% | -85.0% | +69.6% | -14.2% |
| 6M | -4.5% | -95.2% | +90.8% | -1.7% |
| YTD | +6.0% | -93.9% | +99.9% | +3.9% |
| 1Y | +24.3% | -98.8% | +123.2% | +32.7% |
| All | +16.0% | -98.0% | +114.0% | +18.3% |
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