+1,851.9%
TER vs M
-3.0%
+1,854.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +0.7% |
| 7D | +6.4% | -4.2% | +10.6% | +7.3% |
| 30D | -5.7% | -7.2% | +1.5% | -4.2% |
| 3M | -0.4% | -11.1% | +10.7% | +1.9% |
| 6M | +25.8% | +28.8% | -3.0% | +18.2% |
| YTD | +96.4% | +2.0% | +94.4% | +94.2% |
| 1Y | +229.2% | +31.3% | +198.0% | +206.5% |
| 3Y | +288.1% | +119.1% | +169.0% | +210.4% |
| 5Y | +219.9% | +29.7% | +190.3% | +177.2% |
| All | +1,851.9% | -3.0% | +1,854.9% | +1,438.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling