-63.9%
XYZ vs TPR
+253.5%
-317.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.3% |
| 7D | +12.1% | +14.2% | -2.0% | +3.2% |
| 30D | +12.4% | +17.1% | -4.7% | +1.7% |
| 3M | +8.2% | -17.7% | +25.9% | +18.7% |
| 6M | +20.7% | -10.2% | +30.9% | +22.9% |
| YTD | +31.3% | +4.9% | +26.4% | +17.2% |
| 1Y | +20.5% | +36.1% | -15.6% | -11.6% |
| 3Y | +72.6% | +416.5% | -343.8% | -62.9% |
| All | -63.9% | +253.5% | -317.4% | -90.2% |
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 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