+249.0%
TPR vs S
-52.7%
+301.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.3% |
| 7D | +14.2% | -13.4% | +27.6% | +16.7% |
| 30D | +17.1% | -14.0% | +31.1% | +19.5% |
| 3M | -17.7% | +4.9% | -22.6% | -19.9% |
| 6M | -10.2% | +42.0% | -52.2% | -18.3% |
| YTD | +4.9% | +45.1% | -40.2% | -6.0% |
| 1Y | +36.1% | +33.1% | +3.1% | +23.7% |
| 3Y | +416.5% | +40.6% | +375.8% | +347.2% |
| 5Y | +254.8% | -67.5% | +322.3% | +256.7% |
| All | +249.0% | -52.7% | +301.7% | +245.6% |
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