+317.2%
TPR vs PR
+169.5%
+147.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -2.3% | +2.9% | -5.2% | -2.7% |
| 30D | -23.0% | +18.0% | -41.0% | -24.5% |
| 3M | -12.5% | +16.9% | -29.3% | -14.3% |
| 6M | -21.4% | +28.2% | -49.6% | -24.2% |
| YTD | -3.5% | +69.3% | -72.8% | -10.2% |
| 1Y | +17.4% | +69.5% | -52.1% | +8.9% |
| 3Y | +291.3% | +81.7% | +209.6% | +256.5% |
| 5Y | +241.9% | +422.2% | -180.3% | +170.3% |
| 10Y | +322.7% | +110.4% | +212.3% | +286.5% |
| All | +317.2% | +169.5% | +147.8% | +282.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling