+299.4%
TPR vs M
+117.7%
+181.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.8% |
| 7D | -2.3% | +4.7% | -7.0% | -3.7% |
| 30D | -23.0% | -9.6% | -13.3% | -20.6% |
| 3M | -12.5% | +0.9% | -13.3% | -13.2% |
| 6M | -21.4% | +22.3% | -43.7% | -26.7% |
| YTD | -3.5% | +6.5% | -10.0% | -6.5% |
| 1Y | +17.4% | +38.8% | -21.4% | +4.7% |
| All | +299.4% | +117.7% | +181.7% | +184.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling