+43.2%
TER vs M
+36.6%
+6.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +7.6% | -14.4% | -9.1% |
| 7D | -19.9% | +8.3% | -28.1% | -22.1% |
| 30D | -43.5% | +14.2% | -57.7% | -46.4% |
| 3M | -37.8% | -1.1% | -36.7% | -37.3% |
| 6M | -25.6% | +36.6% | -62.2% | -37.1% |
| YTD | +29.8% | +19.8% | +10.0% | +13.1% |
| 1Y | +43.2% | +37.2% | +6.0% | +15.6% |
| All | +43.2% | +36.6% | +6.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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