+181.5%
TER vs M
+155.4%
+26.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | -8.9% | +5.0% | -13.9% | -10.2% |
| 30D | -39.1% | +10.6% | -49.7% | -41.2% |
| 3M | -32.8% | +1.6% | -34.3% | -33.6% |
| 6M | -31.7% | +30.8% | -62.6% | -38.5% |
| YTD | +26.9% | +16.9% | +10.0% | +18.2% |
| 1Y | +33.6% | +26.3% | +7.3% | +21.1% |
| 3Y | +181.5% | +158.6% | +22.9% | +85.7% |
| All | +181.5% | +155.4% | +26.2% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling