+7,716.4%
TPR vs M
+228.8%
+7,487.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.2% |
| 7D | -2.3% | +4.7% | -7.0% | -4.4% |
| 30D | -23.0% | -9.6% | -13.3% | -19.4% |
| 3M | -12.5% | +0.9% | -13.3% | -13.6% |
| 6M | -21.4% | +22.3% | -43.7% | -29.3% |
| YTD | -3.5% | +6.5% | -10.0% | -8.1% |
| 1Y | +17.4% | +38.8% | -21.4% | -1.8% |
| 3Y | +291.3% | +115.9% | +175.3% | +138.2% |
| 5Y | +241.9% | +28.6% | +213.3% | +139.4% |
| 10Y | +322.7% | -2.5% | +325.2% | +151.6% |
| All | +7,716.4% | +228.8% | +7,487.7% | +1,639.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling