+202.8%
TER vs COMP
-31.2%
+234.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +4.9% | +5.4% |
| 7D | +0.6% | +1.4% | -0.7% | +0.3% |
| 30D | -8.3% | -13.3% | +5.1% | -6.0% |
| 3M | -12.2% | +41.1% | -53.3% | -18.3% |
| 6M | +17.1% | +17.2% | -0.1% | +11.8% |
| YTD | +84.7% | +5.2% | +79.5% | +78.4% |
| 1Y | +199.9% | +18.9% | +181.0% | +180.3% |
| 3Y | +232.8% | +215.9% | +16.9% | +142.4% |
| All | +202.8% | -31.2% | +234.0% | +166.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling