+256.1%
TPR vs USFR
+21.3%
+234.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +14.2% | +0.1% | +14.1% | +14.1% |
| 30D | +17.1% | +0.4% | +16.7% | +16.8% |
| 3M | -17.7% | +1.1% | -18.8% | -18.2% |
| 6M | -10.2% | +2.1% | -12.2% | -10.9% |
| YTD | +4.9% | +3.4% | +1.5% | +2.7% |
| 1Y | +36.1% | +4.1% | +32.0% | +32.2% |
| 3Y | +416.5% | +14.4% | +402.1% | +404.1% |
| All | +256.1% | +21.3% | +234.8% | +343.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling