+693.0%
TPR vs MKTX
+1,446.2%
-753.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -23.0% | +1.1% | -24.1% | -23.2% |
| 3M | -12.5% | +36.1% | -48.6% | -20.5% |
| 6M | -21.4% | -12.9% | -8.6% | -19.8% |
| YTD | -3.5% | -8.5% | +5.0% | -3.1% |
| 1Y | +17.4% | -7.5% | +24.9% | +17.0% |
| 3Y | +291.3% | -28.3% | +319.6% | +303.1% |
| 5Y | +241.9% | -63.3% | +305.2% | +317.6% |
| 10Y | +322.7% | +4.5% | +318.2% | +255.5% |
| All | +693.0% | +1,446.2% | -753.2% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling