+326.1%
TPR vs RF
+343.3%
-17.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.3% | +1.3% | -3.6% | -3.2% |
| 30D | -23.0% | -3.6% | -19.4% | -21.2% |
| 3M | -12.5% | +8.1% | -20.6% | -17.1% |
| 6M | -21.4% | +11.5% | -32.9% | -27.1% |
| YTD | -3.5% | +15.6% | -19.1% | -12.8% |
| 1Y | +17.4% | +15.7% | +1.7% | +5.7% |
| 3Y | +291.3% | +86.9% | +204.4% | +147.6% |
| 5Y | +241.9% | +89.8% | +152.1% | +106.9% |
| All | +326.1% | +343.3% | -17.2% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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