+199.8%
TER vs ON
+56.1%
+143.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.5% | +4.8% |
| 7D | +0.6% | +2.4% | -1.9% | -1.0% |
| 30D | -8.3% | -3.3% | -5.0% | -6.0% |
| 3M | -12.2% | -43.6% | +31.3% | +24.2% |
| 6M | +17.0% | +19.0% | -1.9% | +3.5% |
| YTD | +84.6% | +37.4% | +47.2% | +49.2% |
| 1Y | +199.8% | +54.8% | +145.0% | +125.9% |
| All | +199.8% | +56.1% | +143.7% | +125.9% |
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