-8.0%
T vs TER
+30.8%
-38.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.7% | -11.9% | +2.0% |
| 7D | +1.7% | -5.8% | +7.4% | +1.2% |
| 30D | -1.7% | -38.9% | +37.2% | -5.9% |
| 3M | -7.3% | -35.1% | +27.8% | -10.4% |
| 6M | -11.2% | -31.6% | +20.4% | -13.4% |
| YTD | -8.1% | +27.2% | -35.3% | -4.9% |
| All | -8.0% | +30.8% | -38.9% | -4.3% |
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 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