+389.7%
TPR vs M
+3.7%
+386.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.6% | -0.8% |
| 7D | +12.7% | +2.5% | +10.1% | +11.0% |
| 30D | +17.1% | +10.1% | +7.0% | +12.1% |
| 3M | -15.9% | -0.9% | -14.9% | -16.2% |
| 6M | +2.6% | +30.2% | -27.5% | -9.3% |
| YTD | +7.5% | +16.3% | -8.8% | -1.1% |
| 1Y | +32.9% | +27.0% | +6.0% | +17.6% |
| 3Y | +413.8% | +154.5% | +259.3% | +212.2% |
| 5Y | +263.9% | -1.1% | +264.9% | +206.0% |
| 10Y | +389.7% | +0.5% | +389.2% | +168.6% |
| All | +389.7% | +3.7% | +386.0% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling