+203.6%
TPR vs PL
+84.9%
+118.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -2.3% | -9.3% | +7.0% | -1.0% |
| 30D | -23.0% | -18.9% | -4.0% | -20.8% |
| 3M | -12.5% | -58.4% | +45.9% | -2.2% |
| 6M | -21.4% | -30.3% | +8.9% | -20.5% |
| YTD | -3.5% | -8.1% | +4.6% | -7.7% |
| 1Y | +17.4% | +180.5% | -163.1% | -9.4% |
| 3Y | +291.3% | +444.1% | -152.9% | +143.2% |
| 5Y | +241.9% | +83.0% | +158.9% | +125.2% |
| All | +203.6% | +84.9% | +118.7% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling