+211.9%
TER vs EQT
+192.3%
+19.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | +9.4% | -1.2% | +10.5% | +9.6% |
| 30D | -2.4% | +1.1% | -3.5% | -2.8% |
| 3M | +6.5% | +4.8% | +1.7% | +5.0% |
| 6M | +23.2% | -10.6% | +33.8% | +25.6% |
| YTD | +91.5% | +3.4% | +88.0% | +88.6% |
| 1Y | +214.8% | +8.7% | +206.1% | +206.2% |
| 3Y | +275.3% | +35.0% | +240.4% | +242.9% |
| 5Y | +211.9% | +204.2% | +7.7% | +164.8% |
| All | +211.9% | +192.3% | +19.6% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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