+358.3%
TPR vs PR
+147.8%
+210.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.9% | +11.9% | +7.6% |
| 7D | +13.9% | -16.5% | +30.4% | +16.2% |
| 30D | +14.9% | -4.5% | +19.4% | +15.3% |
| 3M | -15.4% | +8.5% | -23.9% | -16.5% |
| 6M | -4.5% | -3.3% | -1.1% | -4.7% |
| YTD | +6.0% | +55.7% | -49.7% | -0.7% |
| 1Y | +24.3% | +82.0% | -57.7% | +14.1% |
| 3Y | +412.8% | +62.5% | +350.4% | +372.5% |
| 5Y | +258.4% | +223.9% | +34.5% | +197.4% |
| 10Y | +396.8% | +64.2% | +332.6% | +347.0% |
| All | +358.3% | +147.8% | +210.5% | +323.4% |
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