+43.2%
TER vs ON
+41.6%
+1.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.9% | -4.9% | -5.5% |
| 7D | -19.9% | -5.8% | -14.1% | -16.3% |
| 30D | -43.5% | -17.1% | -26.4% | -35.5% |
| 3M | -37.8% | -11.8% | -26.0% | -31.9% |
| 6M | -25.6% | -30.2% | +4.6% | -5.7% |
| YTD | +29.8% | +31.6% | -1.7% | +4.4% |
| 1Y | +43.2% | +47.6% | -4.4% | +5.0% |
| All | +43.2% | +41.6% | +1.5% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling