+445.3%
TPR vs P
+485.4%
-40.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -2.3% | +6.5% | -8.8% | -3.8% |
| 30D | -23.0% | +18.8% | -41.8% | -27.0% |
| 3M | -12.5% | +26.7% | -39.2% | -19.2% |
| 6M | -21.4% | +62.2% | -83.6% | -33.2% |
| YTD | -3.5% | +48.5% | -52.0% | -16.9% |
| 1Y | +17.4% | +26.4% | -9.0% | +3.0% |
| 3Y | +291.3% | +159.4% | +131.8% | +158.9% |
| 5Y | +241.9% | +275.8% | -33.9% | +96.3% |
| 10Y | +322.7% | +732.0% | -409.4% | +97.8% |
| All | +445.3% | +485.4% | -40.1% | +149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling