+256.1%
TPR vs WY
-34.0%
+290.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | +0.7% |
| 7D | +14.2% | +3.1% | +11.1% | +12.0% |
| 30D | +17.1% | +13.0% | +4.1% | +8.8% |
| 3M | -17.7% | -16.8% | -0.9% | -8.8% |
| 6M | -10.2% | -11.2% | +1.0% | -4.9% |
| YTD | +4.9% | -9.1% | +14.0% | +8.4% |
| 1Y | +36.1% | -4.8% | +40.9% | +36.0% |
| 3Y | +416.5% | -25.3% | +441.7% | +490.1% |
| All | +256.1% | -34.0% | +290.1% | +345.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling