+163.6%
W vs TPR
+394.2%
-230.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -4.2% | -2.3% | -1.9% | -2.8% |
| 30D | -7.6% | -23.0% | +15.4% | +5.6% |
| 3M | +37.2% | -12.5% | +49.6% | +45.7% |
| 6M | +26.3% | -21.4% | +47.8% | +41.5% |
| YTD | -1.0% | -3.5% | +2.5% | -1.8% |
| 1Y | +20.1% | +17.4% | +2.7% | +5.3% |
| 3Y | +37.8% | +291.3% | -253.5% | -37.3% |
| 5Y | -63.7% | +241.9% | -305.6% | -81.8% |
| 10Y | +156.3% | +322.7% | -166.3% | -9.0% |
| All | +163.6% | +394.2% | -230.6% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling