-39.0%
U vs TPR
+694.8%
-733.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | -2.3% | -1.5% | -2.4% |
| 30D | +17.5% | -23.0% | +40.4% | +35.8% |
| 3M | +38.7% | -12.5% | +51.2% | +47.0% |
| 6M | +104.4% | -21.4% | +125.8% | +127.7% |
| YTD | -5.7% | -3.5% | -2.2% | -9.8% |
| 1Y | +3.7% | +17.4% | -13.7% | -14.1% |
| 3Y | +12.3% | +291.3% | -278.9% | -64.5% |
| 5Y | -68.8% | +241.9% | -310.7% | -89.7% |
| All | -39.0% | +694.8% | -733.9% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling