+43.2%
TER vs COMP
+23.8%
+19.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +7.7% | -14.5% | -8.6% |
| 7D | -19.9% | +9.5% | -29.4% | -21.7% |
| 30D | -43.5% | +8.1% | -51.6% | -44.8% |
| 3M | -37.8% | -16.3% | -21.4% | -35.6% |
| 6M | -25.6% | +42.2% | -67.8% | -35.9% |
| YTD | +29.8% | -5.0% | +34.8% | +16.8% |
| 1Y | +43.2% | +20.1% | +23.1% | +21.4% |
| All | +43.2% | +23.8% | +19.4% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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