+29.5%
TPR vs NI
+7.1%
+22.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +12.1% | +1.5% | +10.6% | +11.6% |
| 30D | +16.7% | +11.9% | +4.8% | +13.6% |
| 3M | -17.4% | +9.1% | -26.5% | -19.2% |
| 6M | +2.3% | -1.8% | +4.0% | +2.6% |
| YTD | +7.1% | +11.4% | -4.2% | +3.6% |
| 1Y | +29.5% | +6.4% | +23.1% | +26.0% |
| All | +29.5% | +7.1% | +22.4% | +26.0% |
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