+416.5%
TPR vs RF
+104.8%
+311.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | +14.2% | -0.9% | +15.1% | +14.7% |
| 30D | +17.1% | +6.0% | +11.1% | +13.0% |
| 3M | -17.7% | -8.9% | -8.8% | -13.2% |
| 6M | -10.2% | +2.3% | -12.5% | -11.9% |
| YTD | +4.9% | +7.6% | -2.6% | -0.3% |
| 1Y | +36.1% | +21.2% | +15.0% | +20.5% |
| 3Y | +416.5% | +108.5% | +307.9% | +216.9% |
| All | +416.5% | +104.8% | +311.6% | +216.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling