-42.9%
TER vs ALL
+17.5%
-60.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.0% | -4.0% |
| 7D | -20.5% | -1.9% | -18.5% | -22.3% |
| 30D | -47.0% | +13.8% | -60.8% | -34.4% |
| 3M | -43.3% | -7.0% | -36.3% | -48.2% |
| 6M | -42.9% | +18.0% | -60.9% | -16.1% |
| All | -42.9% | +17.5% | -60.4% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling