+203.4%
W vs TPR
+439.5%
-236.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.6% |
| 7D | -7.4% | +6.4% | -13.8% | -11.1% |
| 30D | +7.8% | +13.8% | -5.9% | -0.3% |
| 3M | +10.9% | -16.6% | +27.5% | +20.2% |
| 6M | +86.4% | +0.7% | +85.8% | +81.1% |
| YTD | +14.0% | +5.3% | +8.6% | +6.5% |
| 1Y | +3.5% | +32.4% | -28.8% | -15.3% |
| 3Y | +164.8% | +406.4% | -241.6% | +3.8% |
| 5Y | -53.1% | +227.9% | -281.0% | -76.7% |
| 10Y | +220.4% | +371.7% | -151.3% | +6.8% |
| All | +203.4% | +439.5% | -236.2% | +1.2% |
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