+416.5%
TPR vs P
+175.5%
+241.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.4% |
| 7D | +14.2% | -23.8% | +38.0% | +16.9% |
| 30D | +17.1% | -36.6% | +53.7% | +22.2% |
| 3M | -17.7% | +10.9% | -28.6% | -20.7% |
| 6M | -10.2% | +30.0% | -40.2% | -16.7% |
| YTD | +4.9% | +44.4% | -39.5% | -5.4% |
| 1Y | +36.1% | +3.9% | +32.2% | +28.5% |
| 3Y | +416.5% | +176.6% | +239.9% | +298.6% |
| All | +416.5% | +175.5% | +241.0% | +298.6% |
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 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