+3,044.7%
TPR vs NDAQ
+2,593.6%
+451.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +14.2% | +0.8% | +13.4% | +13.8% |
| 30D | +17.1% | +16.5% | +0.6% | +10.0% |
| 3M | -17.7% | +13.5% | -31.2% | -22.2% |
| 6M | -10.2% | +20.9% | -31.1% | -17.4% |
| YTD | +4.9% | +11.4% | -6.5% | -1.0% |
| 1Y | +36.1% | +25.9% | +10.2% | +22.4% |
| 3Y | +416.5% | +119.9% | +296.6% | +271.4% |
| 5Y | +254.8% | +61.7% | +193.0% | +185.9% |
| 10Y | +391.7% | +481.6% | -89.8% | +152.7% |
| All | +3,044.7% | +2,593.6% | +451.1% | +1,115.3% |
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