+311.2%
TPR vs MTB
+173.2%
+138.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.3% |
| 7D | -3.4% | +2.8% | -6.1% | -5.2% |
| 30D | -27.3% | -4.2% | -23.1% | -25.1% |
| 3M | -16.2% | +7.8% | -24.0% | -20.6% |
| 6M | -17.9% | +14.8% | -32.7% | -25.5% |
| YTD | -7.1% | +20.8% | -27.9% | -18.6% |
| 1Y | +13.6% | +23.1% | -9.5% | -2.1% |
| 3Y | +293.7% | +114.8% | +178.9% | +121.2% |
| 5Y | +239.1% | +103.3% | +135.8% | +85.8% |
| 10Y | +311.2% | +173.0% | +138.2% | +77.8% |
| All | +311.2% | +173.2% | +138.0% | +77.8% |
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