+379.1%
TPR vs RL
+356.1%
+23.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | 0.0% |
| 7D | +14.2% | -4.2% | +18.3% | +17.0% |
| 30D | +17.1% | +4.3% | +12.8% | +12.6% |
| 3M | -17.7% | -4.6% | -13.1% | -15.2% |
| 6M | -10.2% | +1.7% | -11.9% | -12.9% |
| YTD | +4.9% | +7.3% | -2.4% | -3.2% |
| 1Y | +36.1% | +20.8% | +15.3% | +14.6% |
| 3Y | +416.5% | +247.0% | +169.5% | +89.7% |
| 5Y | +254.8% | +225.5% | +29.3% | +35.7% |
| All | +379.1% | +356.1% | +23.0% | +46.7% |
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