+47.4%
TER vs ON
+45.4%
+2.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -2.7% |
| 7D | +14.4% | +12.2% | +2.1% | +5.6% |
| 30D | -30.6% | -3.1% | -27.4% | -28.0% |
| 3M | -39.2% | -12.9% | -26.3% | -32.4% |
| 6M | -31.3% | -38.6% | +7.3% | -5.7% |
| YTD | +29.1% | +31.2% | -2.1% | +8.2% |
| 1Y | +47.4% | +47.6% | -0.2% | +16.1% |
| All | +47.4% | +45.4% | +2.0% | +16.1% |
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