+7,716.4%
TPR vs RL
+2,428.9%
+5,287.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -1.4% |
| 7D | -2.3% | -0.8% | -1.5% | -1.9% |
| 30D | -23.0% | -7.8% | -15.2% | -18.6% |
| 3M | -12.5% | -4.0% | -8.5% | -10.1% |
| 6M | -21.4% | -1.9% | -19.5% | -21.1% |
| YTD | -3.5% | -0.2% | -3.3% | -4.8% |
| 1Y | +17.4% | +10.7% | +6.7% | +8.0% |
| 3Y | +291.3% | +210.8% | +80.5% | +78.8% |
| 5Y | +241.9% | +238.2% | +3.7% | +47.7% |
| 10Y | +322.7% | +313.4% | +9.3% | +55.9% |
| All | +7,716.4% | +2,428.9% | +5,287.6% | +960.5% |
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