+1,001.8%
TER vs M
+3.7%
+998.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +8.1% | +4.6% | +10.8% |
| 7D | -5.8% | +2.5% | -8.3% | -6.3% |
| 30D | -38.9% | +10.1% | -49.0% | -40.4% |
| 3M | -35.1% | -0.9% | -34.2% | -35.4% |
| 6M | -31.6% | +30.2% | -61.7% | -36.3% |
| YTD | +27.2% | +16.3% | +10.9% | +21.5% |
| 1Y | +35.2% | +27.0% | +8.3% | +26.3% |
| 3Y | +192.8% | +154.5% | +38.3% | +125.7% |
| 5Y | +72.4% | -1.1% | +73.5% | +54.9% |
| 10Y | +1,001.8% | +0.5% | +1,001.4% | +763.1% |
| All | +1,001.8% | +3.7% | +998.1% | +763.1% |
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