+151.8%
TER vs M
+100.8%
+51.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +4.0% |
| 7D | -20.5% | -4.3% | -16.2% | -19.4% |
| 30D | -47.0% | +1.3% | -48.3% | -47.5% |
| 3M | -43.3% | -7.4% | -35.9% | -42.4% |
| 6M | -42.9% | +18.3% | -61.2% | -46.8% |
| YTD | +12.9% | +7.6% | +5.3% | +7.8% |
| 1Y | +18.2% | +17.4% | +0.8% | +9.6% |
| 3Y | +151.8% | +108.4% | +43.4% | +81.7% |
| All | +151.8% | +100.8% | +51.0% | +81.7% |
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