+278.9%
TER vs AS
+120.4%
+158.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.6% | +1.9% | +4.4% |
| 7D | +0.6% | -4.9% | +5.5% | +2.1% |
| 30D | -8.3% | -19.6% | +11.3% | -2.5% |
| 3M | -12.2% | -14.4% | +2.2% | -9.1% |
| 6M | +17.1% | -20.1% | +37.2% | +23.9% |
| YTD | +84.7% | -20.9% | +105.6% | +95.0% |
| 1Y | +199.9% | -21.9% | +221.8% | +216.2% |
| All | +278.9% | +120.4% | +158.5% | +202.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling