+357.0%
TPR vs SPXU
-99.5%
+456.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | 0.0% |
| 7D | -1.1% | -9.4% | +8.2% | -5.4% |
| 30D | +15.1% | +7.4% | +7.7% | +19.2% |
| 3M | -13.4% | +6.2% | -19.6% | -10.8% |
| 6M | +1.4% | -7.2% | +8.6% | -1.1% |
| YTD | +4.8% | -26.8% | +31.5% | -6.6% |
| 1Y | +29.2% | -26.3% | +55.5% | +16.1% |
| 3Y | +403.7% | -80.6% | +484.3% | +176.7% |
| 5Y | +230.8% | -83.6% | +314.4% | +113.4% |
| All | +357.0% | -99.5% | +456.5% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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