-24.7%
U vs TPR
+764.2%
-788.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.2% |
| 7D | +36.6% | +14.2% | +22.4% | +26.2% |
| 30D | +13.3% | +17.1% | -3.8% | +2.8% |
| 3M | +26.2% | -17.7% | +43.9% | +39.5% |
| 6M | +88.7% | -10.2% | +98.9% | +94.6% |
| YTD | +16.6% | +4.9% | +11.7% | +5.5% |
| 1Y | +29.0% | +36.1% | -7.2% | -3.0% |
| 3Y | +99.5% | +416.5% | -317.0% | -48.6% |
| 5Y | -66.1% | +254.8% | -320.9% | -89.4% |
| All | -24.7% | +764.2% | -788.9% | -79.5% |
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