+239.1%
TPR vs NI
+100.2%
+138.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -5.0% | -4.2% |
| 7D | -3.4% | +2.3% | -5.7% | -4.2% |
| 30D | -27.3% | -1.7% | -25.6% | -26.9% |
| 3M | -16.2% | -8.0% | -8.2% | -13.9% |
| 6M | -17.9% | -8.6% | -9.2% | -15.4% |
| YTD | -7.1% | +2.3% | -9.5% | -8.4% |
| 1Y | +13.6% | +6.9% | +6.7% | +10.1% |
| 3Y | +293.7% | +70.6% | +223.2% | +221.4% |
| 5Y | +239.1% | +96.4% | +142.7% | +152.6% |
| All | +239.1% | +100.2% | +138.9% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling