+238.5%
TER vs ON
-25.0%
+263.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +4.9% |
| 7D | +0.6% | +2.4% | -1.8% | -0.8% |
| 30D | -8.3% | -3.3% | -5.0% | -6.2% |
| 3M | -12.2% | -43.6% | +31.4% | +21.2% |
| 6M | +17.1% | +19.0% | -1.9% | +5.3% |
| YTD | +84.7% | +37.4% | +47.3% | +52.7% |
| 1Y | +199.9% | +54.8% | +145.2% | +130.8% |
| All | +238.5% | -25.0% | +263.5% | +236.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling