+218.7%
TPR vs MKTX
-61.3%
+280.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -7.3% | +0.3% | -7.6% | -7.3% |
| 30D | -30.7% | +1.0% | -31.7% | -30.8% |
| 3M | -21.6% | +40.8% | -62.4% | -26.4% |
| 6M | -21.3% | -10.9% | -10.4% | -19.9% |
| YTD | -10.2% | -8.6% | -1.6% | -9.1% |
| 1Y | +9.5% | -11.6% | +21.1% | +11.3% |
| 3Y | +280.8% | -24.5% | +305.3% | +284.2% |
| 5Y | +218.7% | -60.7% | +279.4% | +261.0% |
| All | +218.7% | -61.3% | +280.0% | +261.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling