+72.2%
V vs TPR
+239.8%
-167.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | -2.3% | +0.6% | -1.3% |
| 30D | +2.0% | -23.0% | +24.9% | +6.5% |
| 3M | +17.4% | -12.5% | +29.8% | +19.4% |
| 6M | +17.5% | -21.4% | +38.9% | +21.5% |
| YTD | +7.6% | -3.5% | +11.1% | +6.4% |
| 1Y | +7.7% | +17.4% | -9.6% | +1.9% |
| 3Y | +54.7% | +291.3% | -236.6% | +7.5% |
| All | +72.2% | +239.8% | -167.7% | +19.8% |
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