-13.3%
T vs TER
-40.7%
+27.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -0.5% |
| 7D | +1.0% | -20.5% | +21.5% | -1.9% |
| 30D | -10.6% | -47.0% | +36.4% | -17.6% |
| 3M | -7.7% | -43.3% | +35.5% | -13.7% |
| 6M | -13.3% | -42.9% | +29.6% | -18.6% |
| All | -13.3% | -40.7% | +27.4% | -18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling