+584.9%
XYZ vs TPR
+364.3%
+220.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -1.1% | -0.3% | -0.8% | -0.9% |
| 30D | +11.5% | +15.1% | -3.6% | +4.1% |
| 3M | +1.8% | +3.5% | -1.7% | -0.5% |
| 6M | +21.2% | +0.4% | +20.8% | +17.4% |
| YTD | +29.9% | +4.6% | +25.3% | +20.9% |
| 1Y | +35.8% | +33.1% | +2.7% | +11.6% |
| 3Y | +62.6% | +396.0% | -333.4% | -34.7% |
| 5Y | -62.8% | +230.3% | -293.1% | -81.7% |
| All | +584.9% | +364.3% | +220.6% | +173.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling