-4.5%
TPR vs PR
-3.2%
-1.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.9% | +11.9% | +6.3% |
| 7D | +13.9% | -16.5% | +30.4% | +11.4% |
| 30D | +14.9% | -4.5% | +19.4% | +13.1% |
| 3M | -15.4% | +8.5% | -23.9% | -16.2% |
| 6M | -4.5% | -3.3% | -1.1% | -5.1% |
| All | -4.5% | -3.2% | -1.3% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 6mo: compounded portfolio wealth divided by compounded PR 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…
6mo analysis · Full analysis span regression · 6 months rolling