+191.2%
TER vs M
+158.0%
+33.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.9% |
| 7D | +14.4% | +7.0% | +7.3% | +12.0% |
| 30D | -30.6% | +8.9% | -39.5% | -32.7% |
| 3M | -39.2% | +4.5% | -43.7% | -40.5% |
| 6M | -31.3% | +36.2% | -67.5% | -38.9% |
| YTD | +29.1% | +15.1% | +14.0% | +20.7% |
| 1Y | +47.4% | +27.4% | +20.0% | +33.2% |
| 3Y | +191.2% | +160.1% | +31.1% | +98.2% |
| All | +191.2% | +158.0% | +33.2% | +98.2% |
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