+624.1%
TPR vs SPXU
-100.0%
+724.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.6% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -23.0% | +0.8% | -23.8% | -22.8% |
| 3M | -12.5% | -4.7% | -7.8% | -13.7% |
| 6M | -21.4% | -29.6% | +8.2% | -31.2% |
| YTD | -3.5% | -29.9% | +26.4% | -15.2% |
| 1Y | +17.4% | -39.1% | +56.4% | -1.7% |
| 3Y | +291.3% | -80.0% | +371.3% | +129.5% |
| 5Y | +241.9% | -86.0% | +328.0% | +113.3% |
| 10Y | +322.7% | -99.5% | +422.2% | +4.7% |
| All | +624.1% | -100.0% | +724.1% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling