+421.8%
TPR vs RL
+244.8%
+177.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.3% | +14.4% | +12.1% |
| 7D | +13.9% | -4.7% | +18.5% | +16.8% |
| 30D | +14.9% | +3.6% | +11.4% | +11.3% |
| 3M | -15.4% | +0.5% | -15.9% | -16.2% |
| 6M | -4.5% | +6.6% | -11.1% | -9.9% |
| YTD | +6.0% | +8.8% | -2.8% | -2.2% |
| 1Y | +24.3% | +21.8% | +2.6% | +5.4% |
| All | +421.8% | +244.8% | +177.0% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling