+5,078.0%
TER vs M
+425.5%
+4,652.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.9% | -9.4% | -13.2% |
| 7D | -28.2% | -2.1% | -26.0% | -27.7% |
| 30D | -50.6% | +7.7% | -58.3% | -52.1% |
| 3M | -45.3% | -4.4% | -41.0% | -45.1% |
| 6M | -40.4% | +27.5% | -67.9% | -46.0% |
| YTD | +10.0% | +12.8% | -2.7% | +3.8% |
| 1Y | +13.6% | +20.7% | -7.1% | +4.3% |
| 3Y | +145.2% | +111.3% | +33.9% | +73.8% |
| 5Y | +50.4% | -6.3% | +56.7% | +31.3% |
| 10Y | +882.9% | +1.5% | +881.4% | +515.6% |
| All | +5,078.0% | +425.5% | +4,652.4% | +1,119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling