+416.5%
TPR vs WY
-25.3%
+441.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | +0.3% |
| 7D | +14.2% | +3.1% | +11.1% | +12.6% |
| 30D | +17.1% | +13.0% | +4.1% | +10.9% |
| 3M | -17.7% | -16.8% | -0.9% | -11.1% |
| 6M | -10.2% | -11.2% | +1.0% | -6.2% |
| YTD | +4.9% | -9.1% | +14.0% | +7.7% |
| 1Y | +36.1% | -4.8% | +40.9% | +36.2% |
| 3Y | +416.5% | -25.3% | +441.7% | +477.2% |
| All | +416.5% | -25.3% | +441.8% | +477.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling