+14,183.4%
TER vs BP
+1,327.5%
+12,855.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | +0.6% | +3.9% | -3.3% | -1.2% |
| 30D | -8.3% | +7.6% | -15.9% | -11.5% |
| 3M | -12.2% | +0.7% | -12.9% | -13.3% |
| 6M | +17.1% | +15.5% | +1.6% | +6.7% |
| YTD | +84.7% | +30.8% | +53.8% | +59.0% |
| 1Y | +199.9% | +34.3% | +165.6% | +154.8% |
| 3Y | +232.8% | +35.1% | +197.7% | +177.3% |
| 5Y | +198.6% | +126.8% | +71.7% | +89.0% |
| 10Y | +1,669.7% | +123.4% | +1,546.4% | +932.4% |
| All | +14,183.4% | +1,327.5% | +12,855.9% | +4,358.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling