+108.8%
V vs TPR
+243.8%
-135.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +0.8% | +12.1% | -11.3% | -1.4% |
| 30D | +9.9% | +16.7% | -6.7% | +6.7% |
| 3M | +17.5% | -17.4% | +34.9% | +21.0% |
| 6M | +33.5% | +2.3% | +31.2% | +31.5% |
| YTD | +21.6% | +7.1% | +14.4% | +17.6% |
| 1Y | +27.6% | +29.5% | -1.9% | +18.5% |
| 3Y | +76.4% | +415.0% | -338.6% | +13.0% |
| All | +108.8% | +243.8% | -135.0% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling