+142.0%
W vs TPR
+407.4%
-265.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | -3.6% | +14.2% | -17.8% | -12.6% |
| 30D | +7.0% | +17.1% | -10.1% | -4.9% |
| 3M | +7.4% | -17.7% | +25.1% | +20.1% |
| 6M | +69.3% | -10.2% | +79.5% | +74.5% |
| YTD | +11.3% | +4.9% | +6.4% | +0.4% |
| 1Y | +13.2% | +36.1% | -22.9% | -17.7% |
| 3Y | +142.0% | +416.5% | -274.4% | -57.8% |
| All | +142.0% | +407.4% | -265.4% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling