+26.8%
TPR vs MTB
+20.5%
+6.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | +14.2% | -1.3% | +15.5% | +15.1% |
| 30D | +17.1% | +0.5% | +16.6% | +16.5% |
| 3M | -17.7% | -12.4% | -5.3% | -9.6% |
| 6M | -10.2% | +1.5% | -11.7% | -12.0% |
| YTD | +4.9% | +10.3% | -5.4% | +0.2% |
| All | +26.8% | +20.5% | +6.3% | +15.4% |
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