+263.9%
TPR vs NI
+110.6%
+153.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.7% |
| 7D | +12.7% | +0.4% | +12.2% | +12.5% |
| 30D | +17.1% | +11.3% | +5.8% | +12.6% |
| 3M | -15.9% | +6.5% | -22.3% | -17.9% |
| 6M | +2.6% | -2.3% | +4.9% | +3.1% |
| YTD | +7.5% | +10.8% | -3.3% | +2.9% |
| 1Y | +32.9% | +6.2% | +26.7% | +29.3% |
| 3Y | +413.8% | +98.7% | +315.2% | +298.3% |
| 5Y | +263.9% | +111.3% | +152.5% | +161.9% |
| All | +263.9% | +110.6% | +153.3% | +161.9% |
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