+643.6%
TER vs IR
+332.9%
+310.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | +14.4% | +2.5% | +11.8% | +12.8% |
| 30D | -30.6% | +9.2% | -39.7% | -34.0% |
| 3M | -39.2% | +0.9% | -40.1% | -39.5% |
| 6M | -31.3% | +19.2% | -50.5% | -38.3% |
| YTD | +29.1% | +7.5% | +21.6% | +24.8% |
| 1Y | +47.4% | +11.7% | +35.7% | +39.2% |
| 3Y | +191.2% | +23.9% | +167.3% | +162.4% |
| 5Y | +74.0% | +46.4% | +27.6% | +42.9% |
| All | +643.6% | +332.9% | +310.7% | +314.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling