+125.8%
TER vs AS
+133.7%
-8.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -13.0% | -14.6% |
| 7D | -28.2% | +7.1% | -35.3% | -29.7% |
| 30D | -50.6% | +12.8% | -63.4% | -52.4% |
| 3M | -45.3% | -14.7% | -30.6% | -43.1% |
| 6M | -40.4% | -9.9% | -30.4% | -39.3% |
| YTD | +10.0% | -16.1% | +26.2% | +13.8% |
| 1Y | +13.6% | +0.2% | +13.5% | +11.8% |
| All | +125.8% | +133.7% | -8.0% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling