+234.9%
TPR vs MKTX
-54.6%
+289.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +15.1% | +0.9% | +14.2% | +14.9% |
| 3M | +3.5% | +2.6% | +0.9% | +3.1% |
| 6M | +0.4% | +20.4% | -20.0% | -3.2% |
| YTD | +4.6% | -7.1% | +11.7% | +5.6% |
| 1Y | +33.1% | -2.8% | +35.9% | +33.0% |
| 3Y | +396.0% | -21.7% | +417.7% | +397.9% |
| All | +234.9% | -54.6% | +289.5% | +284.3% |
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