+19.3%
TPR vs WY
+0.3%
+19.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.1% | +2.0% |
| 7D | +12.6% | +13.3% | -0.7% | +8.9% |
| 30D | +7.1% | +17.6% | -10.5% | +2.7% |
| 3M | -19.4% | -15.0% | -4.3% | -16.1% |
| 6M | -9.7% | -5.9% | -3.8% | -8.8% |
| YTD | -1.0% | -5.7% | +4.7% | +0.4% |
| 1Y | +19.3% | -0.2% | +19.5% | +22.3% |
| All | +19.3% | +0.3% | +19.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling