-56.8%
W vs TPR
+223.9%
-280.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.1% |
| 7D | -1.7% | -1.1% | -0.5% | -0.7% |
| 30D | +3.2% | +15.1% | -11.9% | -9.0% |
| 3M | +8.3% | -13.4% | +21.7% | +17.8% |
| 6M | +84.3% | +1.4% | +82.9% | +73.4% |
| YTD | +11.0% | +4.8% | +6.2% | -1.7% |
| 1Y | -0.2% | +29.2% | -29.4% | -27.4% |
| 3Y | +157.9% | +403.7% | -245.8% | -53.2% |
| 5Y | -56.8% | +230.8% | -287.6% | -90.5% |
| All | -56.8% | +223.9% | -280.7% | -90.5% |
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 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