+43.2%
TER vs ALL
+42.7%
+0.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.9% | -9.7% | -3.5% |
| 7D | -19.9% | +7.5% | -27.4% | -12.5% |
| 30D | -43.5% | +19.7% | -63.3% | -30.3% |
| 3M | -37.8% | +2.9% | -40.7% | -33.7% |
| 6M | -25.6% | +23.5% | -49.1% | -3.9% |
| YTD | +29.8% | +31.1% | -1.3% | +72.2% |
| 1Y | +43.2% | +40.5% | +2.7% | +104.2% |
| All | +43.2% | +42.7% | +0.5% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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