+357.0%
TPR vs RL
+342.1%
+14.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.1% |
| 7D | -1.1% | +2.4% | -3.5% | -3.0% |
| 30D | +15.1% | +4.6% | +10.5% | +10.4% |
| 3M | -13.4% | -1.1% | -12.3% | -13.2% |
| 6M | +1.4% | +16.5% | -15.2% | -11.7% |
| YTD | +4.8% | +11.4% | -6.6% | -6.1% |
| 1Y | +29.2% | +16.1% | +13.1% | +12.0% |
| 3Y | +403.7% | +252.6% | +151.1% | +82.5% |
| 5Y | +230.8% | +244.9% | -14.0% | +20.9% |
| All | +357.0% | +342.1% | +14.8% | +44.3% |
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