+8,240.0%
TER vs ALL
+3,667.9%
+4,572.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +6.1% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -8.3% | -1.5% | -6.8% | -8.1% |
| 3M | -12.2% | +23.6% | -35.8% | -22.1% |
| 6M | +17.1% | +22.3% | -5.3% | +4.0% |
| YTD | +84.7% | +26.5% | +58.2% | +60.4% |
| 1Y | +199.9% | +27.0% | +172.9% | +158.5% |
| 3Y | +232.8% | +149.6% | +83.2% | +101.4% |
| 5Y | +198.6% | +118.1% | +80.5% | +86.9% |
| 10Y | +1,669.7% | +369.0% | +1,300.8% | +659.0% |
| All | +8,240.0% | +3,667.9% | +4,572.1% | +1,551.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling