+11,743.1%
COST vs TER
+14,183.4%
-2,440.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.8% |
| 7D | -3.1% | +0.6% | -3.8% | -3.3% |
| 30D | -2.8% | -8.3% | +5.5% | -1.9% |
| 3M | -5.7% | -12.2% | +6.5% | -5.9% |
| 6M | -8.8% | +17.1% | -25.8% | -14.3% |
| YTD | +6.7% | +84.7% | -78.0% | -7.2% |
| 1Y | -3.6% | +199.9% | -203.6% | -23.2% |
| 3Y | +75.1% | +232.8% | -157.7% | +32.6% |
| 5Y | +108.9% | +198.6% | -89.7% | +58.0% |
| 10Y | +586.2% | +1,669.7% | -1,083.6% | +277.1% |
| All | +11,743.1% | +14,183.4% | -2,440.3% | +3,068.3% |
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