+356.2%
TPR vs WY
+5.0%
+351.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.3% |
| 7D | -0.3% | -0.8% | +0.5% | +0.2% |
| 30D | +15.1% | +10.1% | +5.0% | +7.3% |
| 3M | +3.5% | -15.4% | +18.9% | +15.2% |
| 6M | +0.4% | -8.3% | +8.8% | +4.6% |
| YTD | +4.6% | -9.8% | +14.4% | +9.2% |
| 1Y | +33.1% | -3.9% | +37.0% | +32.2% |
| 3Y | +396.0% | -23.3% | +419.3% | +462.1% |
| 5Y | +230.3% | -31.2% | +261.5% | +303.3% |
| All | +356.2% | +5.0% | +351.2% | +278.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling