+234.9%
TPR vs NDAQ
+66.7%
+168.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -0.3% | +1.3% | -1.6% | -0.9% |
| 30D | +15.1% | +18.0% | -2.8% | +5.5% |
| 3M | +3.5% | +11.5% | -8.0% | -2.6% |
| 6M | +0.4% | +21.1% | -20.6% | -10.2% |
| YTD | +4.6% | +12.8% | -8.2% | -3.4% |
| 1Y | +33.1% | +25.7% | +7.4% | +15.1% |
| 3Y | +396.0% | +116.8% | +279.2% | +202.9% |
| All | +234.9% | +66.7% | +168.2% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 5y: compounded portfolio wealth divided by compounded NDAQ 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…
5y analysis · Full analysis span regression · 6 months rolling