+8,486.3%
TPR vs RF
+263.8%
+8,222.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.2% | +7.8% |
| 7D | +13.9% | -1.6% | +15.5% | +14.5% |
| 30D | +14.9% | +5.0% | +9.9% | +12.9% |
| 3M | -15.4% | -10.0% | -5.4% | -12.2% |
| 6M | -4.5% | +3.3% | -7.8% | -5.8% |
| YTD | +6.0% | +7.9% | -1.9% | +3.0% |
| 1Y | +24.3% | +21.2% | +3.1% | +16.0% |
| 3Y | +412.8% | +105.8% | +307.0% | +295.4% |
| 5Y | +258.4% | +43.7% | +214.7% | +210.4% |
| 10Y | +396.8% | +289.4% | +107.4% | +216.6% |
| All | +8,486.3% | +263.8% | +8,222.5% | +3,195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling