+240.4%
TPR vs RF
+89.8%
+150.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.3% | +1.3% | -3.6% | -3.1% |
| 30D | -23.0% | -3.6% | -19.4% | -21.3% |
| 3M | -12.5% | +8.1% | -20.6% | -16.6% |
| 6M | -21.4% | +11.5% | -32.9% | -26.6% |
| YTD | -3.5% | +15.6% | -19.1% | -11.9% |
| 1Y | +17.4% | +15.7% | +1.7% | +6.8% |
| 3Y | +291.3% | +86.9% | +204.4% | +160.2% |
| All | +240.4% | +89.8% | +150.6% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling