+54.6%
TER vs GEN
+32.5%
+22.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.0% |
| 7D | -20.5% | +2.3% | -22.7% | -20.8% |
| 30D | -47.0% | +33.1% | -80.1% | -50.1% |
| 3M | -43.3% | +6.5% | -49.8% | -44.6% |
| 6M | -42.9% | +53.8% | -96.7% | -51.8% |
| YTD | +12.9% | +11.2% | +1.6% | +7.1% |
| 1Y | +18.2% | +19.4% | -1.2% | +8.3% |
| 3Y | +151.8% | +81.0% | +70.7% | +91.9% |
| All | +54.6% | +32.5% | +22.1% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling