+14,183.4%
TER vs D
+2,347.4%
+11,836.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +0.6% | +1.5% | -0.8% | 0.0% |
| 30D | -8.3% | -2.6% | -5.7% | -7.4% |
| 3M | -12.2% | 0.0% | -12.2% | -12.6% |
| 6M | +17.1% | +7.4% | +9.7% | +13.0% |
| YTD | +84.7% | +15.9% | +68.8% | +73.2% |
| 1Y | +199.9% | +18.1% | +181.8% | +177.8% |
| 3Y | +232.8% | +58.4% | +174.4% | +165.8% |
| 5Y | +198.6% | +5.2% | +193.4% | +177.4% |
| 10Y | +1,669.7% | +35.9% | +1,633.9% | +1,288.5% |
| All | +14,183.4% | +2,347.4% | +11,836.0% | +3,764.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling