+7,716.4%
TPR vs WY
+266.1%
+7,450.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | -2.3% | -1.7% | -0.6% | -1.2% |
| 30D | -23.0% | -10.1% | -12.9% | -17.7% |
| 3M | -12.5% | -5.1% | -7.3% | -10.3% |
| 6M | -21.4% | -4.8% | -16.7% | -19.7% |
| YTD | -3.5% | -0.2% | -3.3% | -5.0% |
| 1Y | +17.4% | -6.6% | +24.0% | +19.7% |
| 3Y | +291.3% | -22.7% | +314.0% | +341.4% |
| 5Y | +241.9% | -22.2% | +264.1% | +283.2% |
| 10Y | +322.7% | +7.3% | +315.4% | +266.8% |
| All | +7,716.4% | +266.1% | +7,450.4% | +2,753.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling