+33.9%
TER vs BP
+28.1%
+5.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.6% | +12.7% |
| 7D | -5.8% | -6.9% | +1.1% | -6.6% |
| 30D | -38.9% | -3.6% | -35.3% | -39.1% |
| 3M | -35.1% | +8.4% | -43.5% | -34.2% |
| 6M | -31.6% | +5.3% | -36.9% | -29.9% |
| YTD | +27.2% | +33.2% | -5.9% | +14.5% |
| All | +33.9% | +28.1% | +5.8% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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