+2,792.2%
TPR vs NDAQ
+2,327.9%
+464.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.7% |
| 7D | -2.3% | -2.4% | +0.1% | -1.4% |
| 30D | -23.0% | +2.5% | -25.4% | -23.9% |
| 3M | -12.5% | +9.9% | -22.4% | -16.0% |
| 6M | -21.4% | +9.4% | -30.9% | -24.7% |
| YTD | -3.5% | +0.4% | -3.9% | -4.8% |
| 1Y | +17.4% | +4.0% | +13.3% | +13.9% |
| 3Y | +291.3% | +94.4% | +196.9% | +196.0% |
| 5Y | +241.9% | +56.7% | +185.2% | +179.8% |
| 10Y | +322.7% | +375.3% | -52.6% | +134.5% |
| All | +2,792.2% | +2,327.9% | +464.3% | +1,068.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling