+221.0%
TPR vs S
-56.8%
+277.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -2.3% | -7.7% | +5.4% | -0.9% |
| 30D | -23.0% | -5.3% | -17.6% | -22.8% |
| 3M | -12.5% | +20.3% | -32.7% | -16.6% |
| 6M | -21.4% | +47.4% | -68.8% | -29.0% |
| YTD | -3.5% | +32.5% | -36.0% | -11.3% |
| 1Y | +17.4% | +9.5% | +7.8% | +11.7% |
| 3Y | +291.3% | +15.5% | +275.7% | +254.5% |
| 5Y | +241.9% | -71.2% | +313.1% | +253.1% |
| All | +221.0% | -56.8% | +277.8% | +226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling