+230.8%
TPR vs M
-4.1%
+234.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | -1.1% | +0.6% | -1.7% | -1.5% |
| 30D | +15.1% | +7.0% | +8.1% | +11.7% |
| 3M | -13.4% | +3.1% | -16.6% | -15.1% |
| 6M | +1.4% | +33.5% | -32.2% | -10.6% |
| YTD | +4.8% | +13.4% | -8.6% | -2.2% |
| 1Y | +29.2% | +22.4% | +6.8% | +16.7% |
| 3Y | +403.7% | +150.9% | +252.8% | +210.4% |
| 5Y | +230.8% | -3.0% | +233.9% | +178.9% |
| All | +230.8% | -4.1% | +234.9% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling