+322.5%
TPR vs USFR
+28.6%
+294.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.4% | +0.1% | +6.3% | +6.3% |
| 30D | +13.8% | +0.4% | +13.4% | +13.3% |
| 3M | -16.6% | +1.1% | -17.7% | -17.5% |
| 6M | +0.7% | +2.1% | -1.4% | -1.3% |
| YTD | +5.3% | +3.4% | +1.9% | +1.8% |
| 1Y | +32.4% | +4.1% | +28.3% | +27.2% |
| 3Y | +406.4% | +14.4% | +392.0% | +344.4% |
| 5Y | +227.9% | +21.4% | +206.5% | +172.4% |
| 10Y | +371.7% | +28.5% | +343.2% | +276.8% |
| All | +322.5% | +28.6% | +294.0% | +228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling