+1,872.1%
T vs TER
+14,183.4%
-12,311.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -2.5% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | +11.4% | -8.3% | +19.6% | +12.0% |
| 3M | +14.3% | -12.2% | +26.5% | +14.1% |
| 6M | -9.3% | +17.1% | -26.3% | -12.8% |
| YTD | +7.1% | +84.7% | -77.6% | -2.0% |
| 1Y | -9.1% | +199.9% | -209.0% | -21.4% |
| 3Y | +105.3% | +232.8% | -127.4% | +70.8% |
| 5Y | +66.8% | +198.6% | -131.8% | +37.6% |
| 10Y | +66.8% | +1,669.7% | -1,603.0% | +10.5% |
| All | +1,872.1% | +14,183.4% | -12,311.3% | +897.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling