+416.5%
TPR vs S
+34.5%
+382.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.2% |
| 7D | +14.2% | -13.4% | +27.6% | +16.0% |
| 30D | +17.1% | -14.0% | +31.1% | +18.9% |
| 3M | -17.7% | +4.9% | -22.6% | -19.5% |
| 6M | -10.2% | +42.0% | -52.2% | -17.6% |
| YTD | +4.9% | +45.1% | -40.2% | -5.2% |
| 1Y | +36.1% | +33.1% | +3.1% | +24.9% |
| 3Y | +416.5% | +40.6% | +375.8% | +323.5% |
| All | +416.5% | +34.5% | +382.0% | +323.5% |
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