+33.9%
TER vs GEN
+17.6%
+16.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | 0.0% | +12.7% | +12.7% |
| 7D | -5.8% | -0.3% | -5.4% | -5.7% |
| 30D | -38.9% | +28.2% | -67.1% | -31.9% |
| 3M | -35.1% | +2.6% | -37.7% | -33.1% |
| 6M | -31.6% | +32.7% | -64.3% | -24.2% |
| YTD | +27.2% | +11.3% | +16.0% | +26.2% |
| All | +33.9% | +17.6% | +16.3% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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