+8,486.3%
TPR vs RL
+2,656.9%
+5,829.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.3% | +14.4% | +12.0% |
| 7D | +13.9% | -4.7% | +18.5% | +16.8% |
| 30D | +14.9% | +3.6% | +11.4% | +11.6% |
| 3M | -15.4% | +0.5% | -15.9% | -16.1% |
| 6M | -4.5% | +6.6% | -11.1% | -9.7% |
| YTD | +6.0% | +8.8% | -2.8% | -1.9% |
| 1Y | +24.3% | +21.8% | +2.6% | +6.7% |
| 3Y | +412.8% | +245.8% | +167.0% | +117.0% |
| 5Y | +258.4% | +230.0% | +28.5% | +57.0% |
| 10Y | +396.8% | +369.4% | +27.4% | +67.8% |
| All | +8,486.3% | +2,656.9% | +5,829.4% | +992.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling