+15.6%
TPR vs SOLS
+10.3%
+5.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -1.7% |
| 7D | +14.2% | -4.2% | +18.4% | +14.7% |
| 30D | +17.1% | -3.9% | +21.0% | +17.3% |
| 3M | -17.7% | -6.6% | -11.1% | -17.4% |
| 6M | -10.2% | -29.1% | +18.9% | -5.7% |
| YTD | +4.9% | +19.8% | -14.9% | -4.7% |
| 1Y | +36.1% | +29.2% | +6.9% | +19.6% |
| All | +15.6% | +10.3% | +5.3% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling