+631.3%
TER vs IR
+336.9%
+294.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.5% |
| 7D | -8.9% | +1.5% | -10.4% | -9.3% |
| 30D | -39.1% | +9.0% | -48.1% | -42.0% |
| 3M | -32.8% | -0.9% | -31.9% | -32.4% |
| 6M | -31.7% | +13.4% | -45.1% | -36.9% |
| YTD | +26.9% | +8.5% | +18.5% | +22.1% |
| 1Y | +33.6% | +11.3% | +22.3% | +26.5% |
| 3Y | +181.5% | +26.0% | +155.5% | +151.4% |
| 5Y | +76.1% | +47.9% | +28.3% | +43.9% |
| All | +631.3% | +336.9% | +294.4% | +305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling