+33.9%
TER vs COMP
+25.5%
+8.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.7% | +7.1% | +11.3% |
| 7D | -5.8% | +14.5% | -20.3% | -8.7% |
| 30D | -38.9% | +14.9% | -53.8% | -41.0% |
| 3M | -35.1% | -14.2% | -20.9% | -32.9% |
| 6M | -31.6% | +23.7% | -55.3% | -37.6% |
| YTD | +27.2% | +2.1% | +25.2% | +13.0% |
| All | +33.9% | +25.5% | +8.4% | +18.8% |
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