+43.2%
TER vs D
+23.9%
+19.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.4% | -11.3% | -5.1% |
| 7D | -19.9% | +8.5% | -28.4% | -17.4% |
| 30D | -43.5% | +14.3% | -57.8% | -41.1% |
| 3M | -37.8% | +1.8% | -39.6% | -35.9% |
| 6M | -25.6% | +13.0% | -38.6% | -23.6% |
| YTD | +29.8% | +22.7% | +7.1% | +32.7% |
| 1Y | +43.2% | +22.6% | +20.6% | +46.7% |
| All | +43.2% | +23.9% | +19.3% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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