+19.3%
TPR vs RL
+34.3%
-15.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.5% | -0.9% | +0.7% |
| 7D | +12.6% | +5.8% | +6.9% | +8.8% |
| 30D | +7.1% | +12.7% | -5.6% | -0.5% |
| 3M | -19.4% | +9.3% | -28.7% | -23.4% |
| 6M | -9.7% | +16.9% | -26.7% | -16.9% |
| YTD | -1.0% | +17.5% | -18.5% | -9.1% |
| 1Y | +19.3% | +34.6% | -15.3% | -4.6% |
| All | +19.3% | +34.3% | -15.0% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling