+238.5%
TER vs ALL
+150.1%
+88.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.0% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -8.3% | -1.5% | -6.8% | -8.4% |
| 3M | -12.2% | +23.6% | -35.8% | -7.4% |
| 6M | +17.1% | +22.3% | -5.3% | +23.4% |
| YTD | +84.7% | +26.5% | +58.2% | +95.2% |
| 1Y | +199.9% | +27.0% | +172.9% | +217.4% |
| All | +238.5% | +150.1% | +88.4% | +262.1% |
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