+11.9%
COST vs TER
+42.7%
-30.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.8% | +9.5% | +2.2% |
| 7D | +6.6% | -19.9% | +26.5% | +5.2% |
| 30D | +13.5% | -43.5% | +57.0% | +9.9% |
| 3M | +10.6% | -37.8% | +48.3% | +7.9% |
| 6M | +3.6% | -25.6% | +29.2% | +1.9% |
| YTD | +22.1% | +29.8% | -7.8% | +18.2% |
| 1Y | +11.9% | +43.2% | -31.3% | +7.9% |
| All | +11.9% | +42.7% | -30.8% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling