+310.3%
TPR vs USFR
+14.0%
+296.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.1% |
| 7D | -2.3% | +0.1% | -2.4% | -2.5% |
| 30D | -23.0% | +0.3% | -23.3% | -23.7% |
| 3M | -12.5% | +1.0% | -13.5% | -15.1% |
| 6M | -21.4% | +1.9% | -23.4% | -26.5% |
| YTD | -3.5% | +2.6% | -6.1% | -12.7% |
| 1Y | +17.4% | +4.0% | +13.3% | -0.8% |
| All | +310.3% | +14.0% | +296.3% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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