+208.9%
W vs TPR
+365.1%
-156.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.3% |
| 7D | -1.7% | -1.1% | -0.5% | -1.0% |
| 30D | +3.2% | +15.1% | -11.9% | -5.6% |
| 3M | +8.3% | -13.4% | +21.7% | +15.3% |
| 6M | +84.3% | +1.4% | +82.9% | +77.9% |
| YTD | +11.0% | +4.8% | +6.2% | +3.6% |
| 1Y | -0.2% | +29.2% | -29.4% | -18.2% |
| 3Y | +157.9% | +403.7% | -245.8% | -4.6% |
| 5Y | -56.8% | +230.8% | -287.6% | -79.6% |
| All | +208.9% | +365.1% | -156.2% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling