+13.6%
TPR vs MTB
+23.0%
-9.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.3% |
| 7D | -3.4% | +2.8% | -6.1% | -5.3% |
| 30D | -27.3% | -4.2% | -23.1% | -25.0% |
| 3M | -16.2% | +7.8% | -24.0% | -21.0% |
| 6M | -17.9% | +14.8% | -32.7% | -25.9% |
| YTD | -7.1% | +20.8% | -27.9% | -17.5% |
| 1Y | +13.6% | +23.1% | -9.5% | -2.7% |
| All | +13.6% | +23.0% | -9.4% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling