+6.3%
TPR vs SOLS
+21.2%
-14.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.6% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -23.0% | +2.1% | -25.1% | -23.4% |
| 3M | -12.5% | -24.1% | +11.7% | -8.2% |
| 6M | -21.4% | -15.0% | -6.5% | -20.2% |
| YTD | -3.5% | +31.6% | -35.1% | -13.2% |
| All | +6.3% | +21.2% | -14.9% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling