-26.6%
U vs TPR
+763.1%
-789.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +2.8% | -1.1% | +4.0% | +3.5% |
| 30D | +7.6% | +15.1% | -7.5% | -1.3% |
| 3M | +12.7% | -13.4% | +26.1% | +20.7% |
| 6M | +87.0% | +1.4% | +85.6% | +79.2% |
| YTD | +13.6% | +4.8% | +8.8% | +2.9% |
| 1Y | +25.3% | +29.2% | -3.9% | -2.2% |
| 3Y | +85.8% | +403.7% | -317.9% | -51.2% |
| 5Y | -74.5% | +230.8% | -305.3% | -91.9% |
| All | -26.6% | +763.1% | -789.7% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling