+396.0%
TPR vs MTB
+106.3%
+289.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -0.3% | +1.5% | -1.8% | -1.2% |
| 30D | +15.1% | +2.3% | +12.8% | +13.4% |
| 3M | +3.5% | -12.1% | +15.6% | +12.0% |
| 6M | +0.4% | +9.8% | -9.4% | -5.6% |
| YTD | +4.6% | +12.0% | -7.4% | -2.3% |
| 1Y | +33.1% | +22.0% | +11.1% | +17.9% |
| 3Y | +396.0% | +107.6% | +288.4% | +191.3% |
| All | +396.0% | +106.3% | +289.7% | +191.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling