+634.6%
XYZ vs TPR
+386.9%
+247.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.2% |
| 7D | +12.6% | +12.1% | +0.5% | +6.5% |
| 30D | +10.8% | +16.7% | -5.9% | +2.7% |
| 3M | +8.4% | -17.4% | +25.7% | +16.3% |
| 6M | +14.3% | +2.3% | +12.1% | +9.8% |
| YTD | +31.5% | +7.1% | +24.3% | +20.9% |
| 1Y | +28.1% | +29.5% | -1.4% | +6.8% |
| 3Y | +66.2% | +415.0% | -348.9% | -34.6% |
| 5Y | -62.3% | +261.5% | -323.8% | -82.2% |
| 10Y | +634.6% | +383.3% | +251.3% | +183.7% |
| All | +634.6% | +386.9% | +247.7% | +183.7% |
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 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