+1,077.0%
TER vs CP
+251.7%
+825.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +5.9% | -0.7% | +6.6% | +6.6% |
| 30D | -30.8% | +9.6% | -40.4% | -35.3% |
| 3M | -29.9% | +2.2% | -32.2% | -31.5% |
| 6M | -27.5% | +11.1% | -38.6% | -33.8% |
| YTD | +37.5% | +28.2% | +9.3% | +14.7% |
| 1Y | +50.3% | +32.2% | +18.1% | +22.9% |
| 3Y | +204.9% | +35.5% | +169.4% | +141.6% |
| 5Y | +89.2% | +26.8% | +62.4% | +54.7% |
| 10Y | +1,077.0% | +256.9% | +820.0% | +444.4% |
| All | +1,077.0% | +251.7% | +825.2% | +444.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling