+992.7%
C vs TER
+8,410.9%
-7,418.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -15.2% | +10.2% | -0.8% |
| 7D | -5.3% | -28.2% | +22.9% | +3.3% |
| 30D | -7.3% | -50.6% | +43.2% | +11.5% |
| 3M | -13.5% | -45.3% | +31.9% | +0.1% |
| 6M | -6.5% | -40.4% | +33.9% | +2.1% |
| YTD | +3.6% | +10.0% | -6.4% | -7.5% |
| 1Y | +18.9% | +13.6% | +5.3% | +4.9% |
| 3Y | +205.0% | +145.2% | +59.8% | +101.9% |
| 5Y | +109.4% | +50.4% | +59.0% | +53.6% |
| 10Y | +232.9% | +882.9% | -650.0% | +36.4% |
| All | +992.7% | +8,410.9% | -7,418.2% | +90.9% |
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