+33.9%
TER vs IR
+11.6%
+22.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.7% | +8.0% | +8.4% |
| 7D | -5.8% | +5.0% | -10.8% | -9.2% |
| 30D | -38.9% | +10.3% | -49.2% | -43.7% |
| 3M | -35.1% | -0.1% | -35.0% | -34.7% |
| 6M | -31.6% | +14.8% | -46.3% | -40.9% |
| YTD | +27.2% | +9.7% | +17.5% | +18.4% |
| All | +33.9% | +11.6% | +22.3% | +23.9% |
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