+287.1%
TPR vs USFR
+27.5%
+259.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -23.0% | +0.3% | -23.3% | -23.2% |
| 3M | -12.5% | +1.0% | -13.5% | -13.3% |
| 6M | -21.4% | +1.9% | -23.4% | -22.9% |
| YTD | -3.5% | +2.6% | -6.1% | -6.0% |
| 1Y | +17.4% | +4.0% | +13.3% | +12.8% |
| 3Y | +291.3% | +14.1% | +277.1% | +244.4% |
| 5Y | +241.9% | +20.4% | +221.5% | +186.4% |
| 10Y | +322.7% | +28.0% | +294.7% | +239.5% |
| All | +287.1% | +27.5% | +259.5% | +203.1% |
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 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