+13,986.6%
COST vs TER
+10,532.9%
+3,453.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.3% | -6.3% | +0.8% |
| 7D | +3.9% | +5.9% | -2.0% | +2.7% |
| 30D | +13.5% | -30.8% | +44.3% | +18.7% |
| 3M | +15.3% | -29.9% | +45.3% | +19.5% |
| 6M | +9.2% | -27.5% | +36.6% | +10.0% |
| YTD | +26.9% | +37.5% | -10.6% | +13.7% |
| 1Y | +19.7% | +50.3% | -30.5% | +5.5% |
| 3Y | +96.0% | +204.9% | -108.9% | +48.1% |
| 5Y | +124.0% | +89.2% | +34.9% | +79.3% |
| 10Y | +760.6% | +1,077.0% | -316.3% | +395.7% |
| All | +13,986.6% | +10,532.9% | +3,453.8% | +3,781.5% |
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