+200.6%
W vs TPR
+442.9%
-242.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +7.1% | -15.3% | -12.2% |
| 7D | -5.6% | +13.9% | -19.5% | -12.8% |
| 30D | +7.5% | +14.9% | -7.4% | -1.2% |
| 3M | +5.4% | -15.4% | +20.8% | +13.2% |
| 6M | +79.4% | -4.5% | +83.9% | +78.2% |
| YTD | +12.9% | +6.0% | +6.9% | +5.2% |
| 1Y | +12.4% | +24.3% | -11.9% | -4.8% |
| 3Y | +128.5% | +412.8% | -284.3% | -11.1% |
| 5Y | -54.0% | +258.4% | -312.4% | -78.0% |
| 10Y | +248.8% | +396.8% | -148.1% | +14.6% |
| All | +200.6% | +442.9% | -242.3% | -0.1% |
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