+234.9%
TPR vs S
-71.1%
+306.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.3% | +2.0% | -2.3% | -0.7% |
| 30D | +15.1% | -2.7% | +17.8% | +15.0% |
| 3M | +3.5% | -6.9% | +10.4% | +3.4% |
| 6M | +0.4% | +38.1% | -37.6% | -8.5% |
| YTD | +4.6% | +48.0% | -43.4% | -7.3% |
| 1Y | +33.1% | +34.5% | -1.4% | +20.0% |
| 3Y | +396.0% | +38.3% | +357.7% | +326.5% |
| All | +234.9% | -71.1% | +306.0% | +256.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling