-68.9%
XYZ vs TPR
+239.8%
-308.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.0% | -2.3% | +1.3% | +0.5% |
| 30D | -1.7% | -23.0% | +21.3% | +12.7% |
| 3M | +16.7% | -12.5% | +29.2% | +22.4% |
| 6M | +26.9% | -21.4% | +48.3% | +40.5% |
| YTD | +27.1% | -3.5% | +30.7% | +20.2% |
| 1Y | +9.3% | +17.4% | -8.1% | -11.5% |
| 3Y | +42.3% | +291.3% | -249.0% | -60.5% |
| All | -68.9% | +239.8% | -308.7% | -91.1% |
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 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