+54.1%
T vs TER
+1,026.7%
-972.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.7% | -11.9% | +0.2% |
| 7D | +1.7% | -5.8% | +7.4% | +1.8% |
| 30D | -1.7% | -38.9% | +37.2% | +0.4% |
| 3M | -7.3% | -35.1% | +27.8% | -5.9% |
| 6M | -11.2% | -31.6% | +20.4% | -11.1% |
| YTD | -8.1% | +27.2% | -35.3% | -13.7% |
| 1Y | -8.0% | +35.2% | -43.2% | -14.3% |
| 3Y | +62.1% | +192.8% | -130.7% | +32.1% |
| 5Y | +55.7% | +72.4% | -16.7% | +33.4% |
| 10Y | +54.1% | +1,001.8% | -947.7% | -7.0% |
| All | +54.1% | +1,026.7% | -972.6% | -7.0% |
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