+172.4%
W vs TPR
+416.0%
-243.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.5% |
| 7D | +1.1% | +12.1% | -11.0% | -7.1% |
| 30D | +6.4% | +16.7% | -10.3% | -5.1% |
| 3M | +9.0% | -17.4% | +26.4% | +21.9% |
| 6M | +69.8% | +2.3% | +67.5% | +60.5% |
| YTD | +12.1% | +7.1% | +4.9% | -0.5% |
| 1Y | 0.0% | +29.5% | -29.5% | -24.5% |
| All | +172.4% | +416.0% | -243.5% | -58.4% |
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