+198.0%
TPR vs SARO
-10.5%
+208.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | +15.1% | +40.3% | -25.2% | +1.3% |
| 3M | +3.5% | +2.2% | +1.3% | +2.0% |
| 6M | +0.4% | +3.7% | -3.3% | -2.2% |
| YTD | +4.6% | -3.3% | +7.9% | +3.9% |
| 1Y | +33.1% | +8.4% | +24.7% | +26.8% |
| All | +198.0% | -10.5% | +208.6% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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