+278.4%
TER vs MKTX
-25.2%
+303.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +9.4% | -0.2% | +9.5% | +9.4% |
| 30D | -2.4% | +0.8% | -3.3% | -2.4% |
| 3M | +6.5% | +41.1% | -34.6% | +7.7% |
| 6M | +23.2% | -9.5% | +32.7% | +22.4% |
| YTD | +91.5% | -8.7% | +100.2% | +90.5% |
| 1Y | +214.8% | -10.0% | +224.8% | +214.4% |
| All | +278.4% | -25.2% | +303.6% | +288.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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