+306.7%
TPR vs NI
+136.8%
+169.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.0% |
| 7D | -7.3% | +1.3% | -8.6% | -8.0% |
| 30D | -30.7% | -0.3% | -30.5% | -30.7% |
| 3M | -21.6% | -9.5% | -12.2% | -17.6% |
| 6M | -21.3% | -10.2% | -11.1% | -17.0% |
| YTD | -10.2% | +1.8% | -11.9% | -11.9% |
| 1Y | +9.5% | +5.7% | +3.8% | +5.0% |
| 3Y | +280.8% | +69.6% | +211.2% | +173.5% |
| 5Y | +218.7% | +95.8% | +122.9% | +102.1% |
| 10Y | +306.7% | +145.1% | +161.6% | +157.1% |
| All | +306.7% | +136.8% | +169.9% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling