+377.9%
TPR vs MTB
+130.9%
+247.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | +14.2% | -1.3% | +15.5% | +15.2% |
| 30D | +17.1% | +0.5% | +16.6% | +16.6% |
| 3M | -17.7% | -12.4% | -5.3% | -10.0% |
| 6M | -10.2% | +1.5% | -11.7% | -11.4% |
| YTD | +4.9% | +10.3% | -5.4% | -2.3% |
| 1Y | +36.1% | +22.2% | +13.9% | +17.9% |
| 3Y | +416.5% | +96.9% | +319.5% | +208.9% |
| 5Y | +254.8% | +64.3% | +190.5% | +128.4% |
| All | +377.9% | +130.9% | +247.0% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling