+200.9%
TER vs IR
-5.6%
+206.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +4.3% |
| 7D | +0.6% | -2.8% | +3.4% | +3.4% |
| 30D | -8.3% | -15.1% | +6.9% | +7.0% |
| 3M | -12.2% | +6.1% | -18.3% | -19.5% |
| 6M | +17.1% | -16.8% | +33.9% | +36.5% |
| YTD | +84.7% | -3.5% | +88.2% | +89.7% |
| All | +200.9% | -5.6% | +206.4% | +224.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling