+261.5%
TPR vs S
-67.7%
+329.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +12.1% | +1.4% | +10.7% | +11.5% |
| 30D | +16.7% | -10.8% | +27.5% | +18.5% |
| 3M | -17.4% | +5.4% | -22.8% | -19.6% |
| 6M | +2.3% | +41.2% | -39.0% | -7.1% |
| YTD | +7.1% | +56.2% | -49.1% | -6.0% |
| 1Y | +29.5% | +36.3% | -6.8% | +16.7% |
| 3Y | +415.0% | +49.4% | +365.6% | +336.2% |
| 5Y | +261.5% | -66.9% | +328.3% | +287.7% |
| All | +261.5% | -67.7% | +329.2% | +287.7% |
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 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