+416.5%
TPR vs M
+100.8%
+315.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +0.4% |
| 7D | +14.2% | -4.3% | +18.5% | +15.4% |
| 30D | +17.1% | +1.3% | +15.8% | +16.3% |
| 3M | -17.7% | -7.4% | -10.3% | -16.2% |
| 6M | -10.2% | +18.3% | -28.5% | -15.6% |
| YTD | +4.9% | +7.6% | -2.7% | +0.9% |
| 1Y | +36.1% | +17.4% | +18.7% | +27.3% |
| 3Y | +416.5% | +108.4% | +308.1% | +298.9% |
| All | +416.5% | +100.8% | +315.6% | +298.9% |
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