+7,919.3%
TPR vs RF
+271.8%
+7,647.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.0% |
| 7D | +12.6% | +2.3% | +10.4% | +11.8% |
| 30D | +7.1% | +7.2% | -0.1% | +4.6% |
| 3M | -19.4% | -8.2% | -11.1% | -16.9% |
| 6M | -9.7% | +7.0% | -16.8% | -12.0% |
| YTD | -1.0% | +10.3% | -11.3% | -4.5% |
| 1Y | +19.3% | +25.1% | -5.8% | +10.1% |
| 3Y | +379.0% | +110.3% | +268.7% | +266.7% |
| 5Y | +239.1% | +47.1% | +192.0% | +191.4% |
| 10Y | +364.0% | +297.9% | +66.1% | +193.6% |
| All | +7,919.3% | +271.8% | +7,647.6% | +2,956.1% |
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