+33.6%
TER vs IR
+10.3%
+23.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.8% |
| 7D | -8.9% | +1.5% | -10.4% | -9.6% |
| 30D | -39.1% | +9.0% | -48.1% | -43.2% |
| 3M | -32.8% | -0.9% | -31.9% | -31.8% |
| 6M | -31.7% | +13.4% | -45.1% | -40.4% |
| YTD | +26.9% | +8.5% | +18.5% | +19.4% |
| 1Y | +33.6% | +11.3% | +22.3% | +25.0% |
| All | +33.6% | +10.3% | +23.3% | +25.0% |
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