-54.2%
W vs TPR
+253.5%
-307.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.6% |
| 7D | -3.6% | +14.2% | -17.8% | -14.3% |
| 30D | +7.0% | +17.1% | -10.1% | -7.0% |
| 3M | +7.4% | -17.7% | +25.1% | +21.7% |
| 6M | +69.3% | -10.2% | +79.5% | +74.8% |
| YTD | +11.3% | +4.9% | +6.4% | -1.5% |
| 1Y | +13.2% | +36.1% | -22.9% | -21.1% |
| 3Y | +142.0% | +416.5% | -274.4% | -56.1% |
| All | -54.2% | +253.5% | -307.8% | -89.5% |
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