+213.5%
TER vs ON
+43.3%
+170.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +7.1% |
| 7D | +11.0% | -2.2% | +13.1% | +12.3% |
| 30D | -1.9% | -12.4% | +10.6% | +7.3% |
| 3M | -0.7% | -41.2% | +40.5% | +36.7% |
| 6M | +36.4% | +25.0% | +11.4% | +17.1% |
| YTD | +92.4% | +31.3% | +61.2% | +59.8% |
| 1Y | +213.5% | +45.4% | +168.1% | +144.7% |
| All | +213.5% | +43.3% | +170.2% | +144.7% |
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