+186.4%
TER vs ALL
+112.4%
+74.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | +1.0% |
| 7D | -8.9% | -0.1% | -8.7% | -8.8% |
| 30D | -39.1% | +13.8% | -52.9% | -35.4% |
| 3M | -32.8% | -2.8% | -30.0% | -32.2% |
| 6M | -31.7% | +23.7% | -55.4% | -26.6% |
| YTD | +26.9% | +27.3% | -0.3% | +37.1% |
| 1Y | +33.6% | +30.5% | +3.0% | +44.4% |
| All | +186.4% | +112.4% | +74.0% | +222.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling