-5.1%
COST vs TER
+234.6%
-239.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -4.0% | -0.7% |
| 7D | -2.8% | +12.4% | -15.1% | -2.2% |
| 30D | -5.3% | +5.1% | -10.4% | -4.9% |
| 3M | -6.7% | +4.0% | -10.6% | -6.1% |
| 6M | -9.9% | +29.5% | -39.5% | -9.0% |
| YTD | +5.1% | +98.5% | -93.3% | +6.9% |
| All | -5.1% | +234.6% | -239.7% | -0.4% |
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