+4,997.4%
TER vs ALL
+3,598.8%
+1,398.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.0% | +4.4% |
| 7D | -20.5% | -1.9% | -18.5% | -20.0% |
| 30D | -47.0% | +13.8% | -60.8% | -50.2% |
| 3M | -43.3% | -7.0% | -36.3% | -42.5% |
| 6M | -42.9% | +18.0% | -60.9% | -49.1% |
| YTD | +12.9% | +24.2% | -11.3% | -2.5% |
| 1Y | +18.2% | +31.2% | -13.0% | -0.6% |
| 3Y | +151.8% | +107.5% | +44.2% | +64.6% |
| 5Y | +54.2% | +144.8% | -90.6% | -9.6% |
| 10Y | +908.2% | +375.8% | +532.5% | +323.6% |
| All | +4,997.4% | +3,598.8% | +1,398.6% | +904.2% |
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