+19.3%
TPR vs S
+36.5%
-17.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.7% |
| 7D | +12.6% | -8.2% | +20.9% | +12.0% |
| 30D | +7.1% | -7.6% | +14.8% | +6.7% |
| 3M | -19.4% | +12.0% | -31.3% | -18.5% |
| 6M | -9.7% | +50.6% | -60.3% | -8.4% |
| YTD | -1.0% | +56.6% | -57.6% | +0.2% |
| 1Y | +19.3% | +39.2% | -19.9% | +21.9% |
| All | +19.3% | +36.5% | -17.2% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling