+3,111.4%
TPR vs NDAQ
+2,666.5%
+444.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | +12.1% | +2.9% | +9.2% | +10.8% |
| 30D | +16.7% | +17.5% | -0.8% | +9.3% |
| 3M | -17.4% | +15.4% | -32.8% | -22.4% |
| 6M | +2.3% | +24.6% | -22.3% | -7.1% |
| YTD | +7.1% | +14.4% | -7.3% | 0.0% |
| 1Y | +29.5% | +26.9% | +2.6% | +16.1% |
| 3Y | +415.0% | +119.8% | +295.2% | +270.5% |
| 5Y | +261.5% | +70.5% | +191.0% | +185.5% |
| 10Y | +383.3% | +475.8% | -92.5% | +148.8% |
| All | +3,111.4% | +2,666.5% | +444.9% | +1,128.2% |
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