+1,077.0%
TER vs ALL
+371.2%
+705.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.2% |
| 7D | +5.9% | -2.6% | +8.4% | +6.6% |
| 30D | -30.8% | +12.7% | -43.5% | -33.3% |
| 3M | -29.9% | +0.4% | -30.3% | -30.6% |
| 6M | -27.5% | +23.8% | -51.2% | -34.5% |
| YTD | +37.5% | +27.8% | +9.7% | +21.8% |
| 1Y | +50.3% | +28.9% | +21.4% | +32.4% |
| 3Y | +204.9% | +113.9% | +91.0% | +102.6% |
| 5Y | +89.2% | +157.4% | -68.2% | +9.1% |
| 10Y | +1,077.0% | +369.0% | +708.0% | +389.8% |
| All | +1,077.0% | +371.2% | +705.8% | +389.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling