+26.4%
V vs TPR
+42.2%
-15.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.2% | +14.2% | -12.0% | +1.2% |
| 30D | +13.6% | +17.1% | -3.5% | +12.3% |
| 3M | +14.3% | -17.7% | +32.0% | +14.9% |
| 6M | +33.1% | -10.2% | +43.3% | +32.8% |
| YTD | +21.2% | +4.9% | +16.3% | +18.2% |
| 1Y | +26.4% | +36.1% | -9.7% | +21.8% |
| All | +26.4% | +42.2% | -15.8% | +21.8% |
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