+8,589.9%
TER vs M
+396.5%
+8,193.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +4.6% |
| 7D | +0.6% | +4.7% | -4.1% | -0.9% |
| 30D | -8.3% | -9.6% | +1.4% | -5.2% |
| 3M | -12.2% | +0.9% | -13.1% | -13.0% |
| 6M | +17.1% | +22.3% | -5.2% | +8.9% |
| YTD | +84.7% | +6.5% | +78.1% | +79.2% |
| 1Y | +199.9% | +38.8% | +161.2% | +164.4% |
| 3Y | +232.8% | +115.9% | +116.9% | +135.7% |
| 5Y | +198.6% | +28.6% | +169.9% | +132.2% |
| 10Y | +1,669.7% | -2.5% | +1,672.3% | +1,030.0% |
| All | +8,589.9% | +396.5% | +8,193.4% | +2,004.9% |
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