+29.5%
TPR vs P
+9.7%
+19.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.4% |
| 7D | +12.1% | -13.3% | +25.4% | +11.6% |
| 30D | +16.7% | -34.0% | +50.7% | +15.9% |
| 3M | -17.4% | +4.1% | -21.5% | -17.8% |
| 6M | +2.3% | +30.5% | -28.2% | +0.9% |
| YTD | +7.1% | +52.2% | -45.0% | +4.6% |
| 1Y | +29.5% | +10.3% | +19.2% | +26.6% |
| All | +29.5% | +9.7% | +19.8% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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