+316.3%
TPR vs SNY
+64.5%
+251.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.1% | +2.2% |
| 7D | -3.0% | -3.3% | +0.3% | -1.7% |
| 30D | -22.6% | -2.2% | -20.5% | -22.0% |
| 3M | -18.2% | -3.0% | -15.2% | -17.4% |
| 6M | -18.0% | +2.7% | -20.7% | -18.9% |
| YTD | -6.4% | -6.8% | +0.4% | -4.3% |
| 1Y | +12.3% | -5.3% | +17.6% | +13.8% |
| 3Y | +298.7% | -9.8% | +308.5% | +298.2% |
| 5Y | +232.5% | +9.7% | +222.8% | +192.0% |
| All | +316.3% | +64.5% | +251.8% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling