+1,163.5%
C vs TER
+14,183.4%
-13,019.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -1.8% |
| 7D | +3.6% | +0.6% | +3.0% | +3.3% |
| 30D | +0.1% | -8.3% | +8.3% | +2.0% |
| 3M | +2.4% | -12.2% | +14.6% | +2.9% |
| 6M | +24.9% | +17.1% | +7.9% | +12.9% |
| YTD | +19.8% | +84.7% | -64.9% | -5.7% |
| 1Y | +44.9% | +199.9% | -155.1% | -2.7% |
| 3Y | +263.0% | +232.8% | +30.2% | +125.0% |
| 5Y | +129.5% | +198.6% | -69.0% | +40.8% |
| 10Y | +291.6% | +1,669.7% | -1,378.1% | +38.6% |
| All | +1,163.5% | +14,183.4% | -13,019.9% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 all: compounded portfolio wealth divided by compounded TER 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…
all analysis · Full analysis span regression · 6 months rolling