-6.4%
T vs TER
+42.7%
-49.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.8% | +8.9% | +1.4% |
| 7D | +5.5% | -19.9% | +25.3% | +3.3% |
| 30D | -8.9% | -43.5% | +34.6% | -13.4% |
| 3M | -5.6% | -37.8% | +32.2% | -9.0% |
| 6M | -14.3% | -25.6% | +11.3% | -16.1% |
| YTD | -7.9% | +29.8% | -37.7% | -5.2% |
| 1Y | -6.4% | +43.2% | -49.6% | -2.6% |
| All | -6.4% | +42.7% | -49.1% | -2.6% |
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