-64.6%
XYZ vs TPR
+255.9%
-320.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.1% | -11.2% | -8.4% |
| 7D | +9.2% | +13.9% | -4.6% | +0.7% |
| 30D | +9.8% | +14.9% | -5.1% | +0.5% |
| 3M | -0.2% | -15.4% | +15.2% | +7.5% |
| 6M | +18.0% | -4.5% | +22.4% | +15.1% |
| YTD | +29.1% | +6.0% | +23.1% | +14.6% |
| 1Y | +14.1% | +24.3% | -10.2% | -10.7% |
| 3Y | +72.6% | +412.8% | -340.2% | -62.5% |
| 5Y | -64.6% | +258.4% | -323.0% | -90.4% |
| All | -64.6% | +255.9% | -320.5% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling