+3.7%
U vs TPR
+18.6%
-14.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | -2.3% | -1.5% | -3.2% |
| 30D | +17.5% | -23.0% | +40.4% | +25.2% |
| 3M | +38.7% | -12.5% | +51.2% | +41.8% |
| 6M | +104.4% | -21.4% | +125.8% | +116.6% |
| YTD | -5.7% | -3.5% | -2.2% | -9.6% |
| 1Y | +3.7% | +17.4% | -13.7% | -13.7% |
| All | +3.7% | +18.6% | -14.9% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling