+238.5%
TER vs B
+198.7%
+39.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +6.4% |
| 7D | +0.6% | -1.6% | +2.2% | +1.2% |
| 30D | -8.3% | +9.4% | -17.7% | -12.3% |
| 3M | -12.2% | +5.0% | -17.2% | -14.7% |
| 6M | +17.1% | -3.5% | +20.6% | +16.6% |
| YTD | +84.7% | +4.5% | +80.2% | +79.2% |
| 1Y | +199.9% | +67.8% | +132.1% | +152.9% |
| All | +238.5% | +198.7% | +39.8% | +145.6% |
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 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