+2,592.6%
TPR vs SNY
+242.6%
+2,350.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | -7.3% | -3.6% | -3.7% | -5.6% |
| 30D | -30.7% | -1.4% | -29.3% | -30.2% |
| 3M | -21.6% | -4.2% | -17.4% | -20.2% |
| 6M | -21.3% | +2.0% | -23.3% | -22.3% |
| YTD | -10.2% | -6.7% | -3.5% | -7.7% |
| 1Y | +9.5% | -4.7% | +14.2% | +10.9% |
| 3Y | +280.8% | -8.1% | +288.9% | +274.7% |
| 5Y | +218.7% | +8.2% | +210.5% | +180.6% |
| 10Y | +306.7% | +64.8% | +241.9% | +180.9% |
| All | +2,592.6% | +242.6% | +2,350.0% | +958.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling