+68.4%
T vs TER
+1,819.9%
-1,751.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -1.9% |
| 7D | -3.1% | +12.4% | -15.4% | -3.7% |
| 30D | +4.6% | +5.1% | -0.6% | +4.1% |
| 3M | +12.2% | +4.0% | +8.3% | +10.9% |
| 6M | -6.5% | +29.5% | -36.0% | -9.9% |
| YTD | +4.9% | +98.5% | -93.6% | -3.3% |
| 1Y | -10.5% | +234.1% | -244.6% | -22.2% |
| 3Y | +104.6% | +289.0% | -184.4% | +67.8% |
| 5Y | +64.2% | +228.2% | -164.0% | +32.9% |
| 10Y | +68.4% | +1,895.7% | -1,827.2% | -6.2% |
| All | +68.4% | +1,819.9% | -1,751.5% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling