+33.9%
TER vs B
+24.4%
+9.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.2% | +8.5% | +10.2% |
| 7D | -5.8% | +11.3% | -17.1% | -12.0% |
| 30D | -38.9% | +2.9% | -41.9% | -39.9% |
| 3M | -35.1% | -2.9% | -32.3% | -34.3% |
| 6M | -31.6% | -1.2% | -30.4% | -32.3% |
| YTD | +27.2% | -1.3% | +28.6% | +23.1% |
| All | +33.9% | +24.4% | +9.5% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling