+257.6%
TPR vs S
-48.9%
+306.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.0% | -5.6% | +1.1% |
| 7D | +12.7% | +1.6% | +11.1% | +12.1% |
| 30D | +17.1% | -10.5% | +27.5% | +18.7% |
| 3M | -15.9% | +9.9% | -25.8% | -18.7% |
| 6M | +2.6% | +41.8% | -39.2% | -6.3% |
| YTD | +7.5% | +56.8% | -49.3% | -5.0% |
| 1Y | +32.9% | +39.0% | -6.1% | +20.0% |
| 3Y | +413.8% | +53.8% | +360.0% | +338.0% |
| 5Y | +263.9% | -68.6% | +332.5% | +264.7% |
| All | +257.6% | -48.9% | +306.5% | +249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling