+9.5%
TPR vs NI
+6.3%
+3.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.2% |
| 7D | -7.3% | +1.3% | -8.6% | -7.6% |
| 30D | -30.7% | -0.3% | -30.5% | -30.7% |
| 3M | -21.6% | -9.5% | -12.2% | -19.4% |
| 6M | -21.3% | -10.2% | -11.1% | -18.8% |
| YTD | -10.2% | +1.8% | -11.9% | -11.7% |
| 1Y | +9.5% | +5.7% | +3.8% | +6.7% |
| All | +9.5% | +6.3% | +3.2% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling