+62.5%
T vs TER
+998.2%
-935.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.2% |
| 7D | +2.5% | +14.4% | -11.8% | +1.9% |
| 30D | -3.8% | -30.6% | +26.8% | -2.3% |
| 3M | -8.7% | -39.2% | +30.4% | -7.0% |
| 6M | -8.1% | -31.3% | +23.2% | -8.0% |
| YTD | -6.4% | +29.1% | -35.5% | -12.3% |
| 1Y | -9.8% | +47.4% | -57.2% | -16.6% |
| 3Y | +65.5% | +191.2% | -125.7% | +35.2% |
| 5Y | +57.0% | +74.0% | -17.0% | +34.5% |
| All | +62.5% | +998.2% | -935.7% | -0.9% |
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