-1.0%
TPR vs SOLS
+20.3%
-21.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.0% |
| 7D | -7.3% | +3.7% | -11.0% | -7.9% |
| 30D | -30.7% | +5.0% | -35.7% | -31.4% |
| 3M | -21.6% | -21.1% | -0.5% | -18.6% |
| 6M | -21.3% | -14.2% | -7.2% | -20.2% |
| YTD | -10.2% | +30.6% | -40.8% | -19.1% |
| All | -1.0% | +20.3% | -21.3% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 1y: compounded portfolio wealth divided by compounded SOLS 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…
1y analysis · Full analysis span regression · 6 months rolling