+293.7%
TPR vs MKTX
-24.9%
+318.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | -27.3% | +1.0% | -28.3% | -27.3% |
| 3M | -16.2% | +41.3% | -57.5% | -16.4% |
| 6M | -17.9% | -11.3% | -6.6% | -18.2% |
| YTD | -7.1% | -8.6% | +1.4% | -7.6% |
| 1Y | +13.6% | -11.1% | +24.7% | +13.3% |
| 3Y | +293.7% | -24.5% | +318.3% | +284.2% |
| All | +293.7% | -24.9% | +318.6% | +284.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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