+213.5%
TER vs A
+16.1%
+197.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +5.4% |
| 7D | +11.0% | -2.1% | +13.0% | +11.9% |
| 30D | -1.9% | +0.6% | -2.5% | -2.3% |
| 3M | -0.7% | +10.9% | -11.5% | -6.1% |
| 6M | +36.4% | +28.2% | +8.2% | +19.1% |
| YTD | +92.4% | +8.6% | +83.9% | +79.6% |
| 1Y | +213.5% | +15.5% | +198.0% | +183.8% |
| All | +213.5% | +16.1% | +197.4% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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