+7,716.4%
TPR vs MTB
+822.7%
+6,893.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.3% | +1.7% | -4.0% | -3.3% |
| 30D | -23.0% | -4.2% | -18.8% | -21.0% |
| 3M | -12.5% | +8.9% | -21.3% | -16.8% |
| 6M | -21.4% | +10.9% | -32.3% | -26.0% |
| YTD | -3.5% | +21.5% | -25.0% | -14.0% |
| 1Y | +17.4% | +21.9% | -4.6% | +4.2% |
| 3Y | +291.3% | +109.2% | +182.0% | +147.2% |
| 5Y | +241.9% | +102.0% | +139.9% | +113.2% |
| 10Y | +322.7% | +171.9% | +150.7% | +121.8% |
| All | +7,716.4% | +822.7% | +6,893.7% | +1,721.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling