+8,486.3%
TPR vs M
+248.0%
+8,238.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -5.9% | +12.9% | +9.8% |
| 7D | +13.9% | -2.1% | +16.0% | +14.6% |
| 30D | +14.9% | +7.7% | +7.2% | +10.6% |
| 3M | -15.4% | -4.4% | -11.0% | -14.4% |
| 6M | -4.5% | +27.5% | -32.0% | -16.1% |
| YTD | +6.0% | +12.8% | -6.8% | -2.4% |
| 1Y | +24.3% | +20.7% | +3.6% | +10.5% |
| 3Y | +412.8% | +111.3% | +301.5% | +214.4% |
| 5Y | +258.4% | -6.3% | +264.8% | +196.8% |
| 10Y | +396.8% | +1.5% | +395.3% | +189.0% |
| All | +8,486.3% | +248.0% | +8,238.3% | +1,747.4% |
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