+258.4%
TPR vs P
+237.3%
+21.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -16.4% | +23.5% | +9.7% |
| 7D | +13.9% | -31.9% | +45.8% | +20.6% |
| 30D | +14.9% | -36.5% | +51.4% | +22.7% |
| 3M | -15.4% | +11.6% | -27.0% | -19.9% |
| 6M | -4.5% | +25.2% | -29.7% | -13.6% |
| YTD | +6.0% | +39.4% | -33.5% | -7.7% |
| 1Y | +24.3% | -3.7% | +28.0% | +16.4% |
| 3Y | +412.8% | +167.3% | +245.5% | +230.0% |
| 5Y | +258.4% | +237.3% | +21.1% | +107.7% |
| All | +258.4% | +237.3% | +21.1% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling