+192.8%
TER vs B
+196.2%
-3.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.2% | +8.5% | +10.9% |
| 7D | -5.8% | +11.3% | -17.1% | -10.4% |
| 30D | -38.9% | +2.9% | -41.9% | -39.7% |
| 3M | -35.1% | -2.9% | -32.3% | -34.6% |
| 6M | -31.6% | -1.2% | -30.4% | -31.9% |
| YTD | +27.2% | -1.3% | +28.6% | +26.4% |
| 1Y | +35.2% | +30.4% | +4.8% | +22.6% |
| 3Y | +192.8% | +195.3% | -2.5% | +111.8% |
| All | +192.8% | +196.2% | -3.4% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling