+421.8%
TPR vs S
+32.3%
+389.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -8.8% | +15.9% | +8.1% |
| 7D | +13.9% | -16.7% | +30.5% | +16.2% |
| 30D | +14.9% | -17.0% | +31.9% | +17.2% |
| 3M | -15.4% | +2.0% | -17.4% | -16.9% |
| 6M | -4.5% | +35.1% | -39.5% | -11.7% |
| YTD | +6.0% | +42.8% | -36.8% | -4.0% |
| 1Y | +24.3% | +27.7% | -3.4% | +15.1% |
| All | +421.8% | +32.3% | +389.5% | +328.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling