+240.4%
TPR vs RL
+238.1%
+2.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -1.5% |
| 7D | -2.3% | -0.8% | -1.5% | -1.8% |
| 30D | -23.0% | -7.8% | -15.2% | -17.9% |
| 3M | -12.5% | -4.0% | -8.5% | -9.9% |
| 6M | -21.4% | -1.9% | -19.5% | -21.2% |
| YTD | -3.5% | -0.2% | -3.3% | -5.2% |
| 1Y | +17.4% | +10.7% | +6.7% | +6.0% |
| 3Y | +291.3% | +210.8% | +80.5% | +51.0% |
| All | +240.4% | +238.1% | +2.3% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling