+18.0%
TPR vs M
+35.5%
-17.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.0% |
| 7D | -2.3% | +4.7% | -7.0% | -4.0% |
| 30D | -23.0% | -9.6% | -13.3% | -20.0% |
| 3M | -12.5% | +0.9% | -13.3% | -13.6% |
| 6M | -21.4% | +22.3% | -43.7% | -28.6% |
| YTD | -3.5% | +6.5% | -10.0% | -8.3% |
| All | +18.0% | +35.5% | -17.4% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling