+389.7%
TPR vs RL
+397.7%
-7.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.4% | -1.9% |
| 7D | +12.7% | +0.2% | +12.4% | +11.5% |
| 30D | +17.1% | +7.3% | +9.7% | +10.1% |
| 3M | -15.9% | +1.0% | -16.9% | -17.1% |
| 6M | +2.6% | +11.8% | -9.1% | -7.8% |
| YTD | +7.5% | +13.6% | -6.1% | -5.0% |
| 1Y | +32.9% | +24.0% | +8.9% | +9.6% |
| 3Y | +413.8% | +256.6% | +157.3% | +84.9% |
| 5Y | +263.9% | +240.2% | +23.6% | +34.4% |
| 10Y | +389.7% | +373.0% | +16.8% | +45.3% |
| All | +389.7% | +397.7% | -7.9% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling