+151.8%
TER vs COMP
+353.8%
-202.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.7% | -8.2% | +0.6% |
| 7D | -20.5% | +13.4% | -33.9% | -22.3% |
| 30D | -47.0% | +11.1% | -58.1% | -48.2% |
| 3M | -43.3% | -18.8% | -24.4% | -41.5% |
| 6M | -42.9% | +10.5% | -53.4% | -44.9% |
| YTD | +12.9% | -3.4% | +16.3% | +9.1% |
| 1Y | +18.2% | +19.7% | -1.5% | +10.3% |
| 3Y | +151.8% | +381.6% | -229.8% | +69.7% |
| All | +151.8% | +353.8% | -202.0% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling