+383.3%
TPR vs WY
0.0%
+383.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | +1.3% |
| 7D | +12.1% | +0.2% | +11.9% | +11.8% |
| 30D | +16.7% | +8.0% | +8.7% | +10.2% |
| 3M | -17.4% | -17.7% | +0.3% | -6.3% |
| 6M | +2.3% | -10.8% | +13.0% | +8.6% |
| YTD | +7.1% | -10.6% | +17.7% | +12.5% |
| 1Y | +29.5% | -5.7% | +35.2% | +30.4% |
| 3Y | +415.0% | -24.8% | +439.8% | +491.9% |
| 5Y | +261.5% | -31.7% | +293.2% | +343.7% |
| 10Y | +383.3% | +2.9% | +380.4% | +295.6% |
| All | +383.3% | 0.0% | +383.3% | +295.6% |
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