+33.9%
TER vs M
+25.7%
+8.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +8.1% | +4.6% | +9.8% |
| 7D | -5.8% | +2.5% | -8.3% | -6.4% |
| 30D | -38.9% | +10.1% | -49.0% | -41.1% |
| 3M | -35.1% | -0.9% | -34.2% | -34.8% |
| 6M | -31.6% | +30.2% | -61.7% | -40.7% |
| YTD | +27.2% | +16.3% | +10.9% | +12.1% |
| All | +33.9% | +25.7% | +8.2% | +15.0% |
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