+239.1%
TPR vs SPXU
-86.0%
+325.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -3.0% |
| 7D | -3.4% | -1.5% | -1.9% | -3.9% |
| 30D | -27.3% | +3.7% | -31.0% | -26.3% |
| 3M | -16.2% | -9.6% | -6.7% | -19.3% |
| 6M | -17.9% | -32.4% | +14.5% | -29.1% |
| YTD | -7.1% | -28.7% | +21.6% | -17.4% |
| 1Y | +13.6% | -38.2% | +51.8% | -3.7% |
| 3Y | +293.7% | -80.4% | +374.2% | +133.4% |
| 5Y | +239.1% | -86.0% | +325.1% | +117.2% |
| All | +239.1% | -86.0% | +325.1% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling