+421.8%
TPR vs PL
+403.1%
+18.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -10.1% | +17.2% | +8.2% |
| 7D | +13.9% | -20.5% | +34.4% | +16.7% |
| 30D | +14.9% | -38.8% | +53.7% | +21.3% |
| 3M | -15.4% | -49.1% | +33.7% | -9.0% |
| 6M | -4.5% | -69.4% | +64.9% | +7.9% |
| YTD | +6.0% | -42.3% | +48.3% | +7.1% |
| 1Y | +24.3% | -14.2% | +38.5% | +17.4% |
| All | +421.8% | +403.1% | +18.7% | +229.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling