+310.3%
TPR vs NI
+71.3%
+239.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.3% |
| 7D | -2.3% | +2.0% | -4.3% | -3.1% |
| 30D | -23.0% | -3.5% | -19.4% | -21.9% |
| 3M | -12.5% | -9.1% | -3.3% | -9.3% |
| 6M | -21.4% | -11.8% | -9.6% | -17.5% |
| YTD | -3.5% | +1.1% | -4.6% | -4.8% |
| 1Y | +17.4% | +6.7% | +10.7% | +12.9% |
| All | +310.3% | +71.3% | +239.0% | +210.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling