+299.4%
TPR vs P
+158.6%
+140.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -2.3% | +6.5% | -8.8% | -3.1% |
| 30D | -23.0% | +18.8% | -41.8% | -25.3% |
| 3M | -12.5% | +26.7% | -39.2% | -16.4% |
| 6M | -21.4% | +62.2% | -83.6% | -29.0% |
| YTD | -3.5% | +48.5% | -52.0% | -12.0% |
| 1Y | +17.4% | +26.4% | -9.0% | +8.3% |
| All | +299.4% | +158.6% | +140.8% | +219.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling