+243.6%
W vs TPR
+403.1%
-159.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +3.1% |
| 7D | +3.3% | +12.7% | -9.4% | -4.2% |
| 30D | +10.5% | +17.1% | -6.5% | 0.0% |
| 3M | +9.6% | -15.9% | +25.5% | +18.7% |
| 6M | +76.4% | +2.6% | +73.8% | +69.1% |
| YTD | +16.4% | +7.5% | +8.9% | +7.0% |
| 1Y | +9.3% | +32.9% | -23.6% | -11.8% |
| 3Y | +172.8% | +413.8% | -241.0% | -0.3% |
| 5Y | -53.4% | +263.9% | -317.2% | -79.0% |
| 10Y | +243.6% | +389.7% | -146.1% | +5.5% |
| All | +243.6% | +403.1% | -159.5% | +5.5% |
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 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