+240.4%
TPR vs MDY
+46.2%
+194.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.5% |
| 30D | -23.0% | -1.5% | -21.5% | -21.8% |
| 3M | -12.5% | +0.8% | -13.2% | -13.7% |
| 6M | -21.4% | +7.4% | -28.9% | -28.2% |
| YTD | -3.5% | +15.2% | -18.7% | -19.3% |
| 1Y | +17.4% | +16.5% | +0.8% | -3.0% |
| 3Y | +291.3% | +46.8% | +244.5% | +140.3% |
| All | +240.4% | +46.2% | +194.2% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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