-42.9%
TER vs ON
-38.3%
-4.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.2% |
| 7D | -20.5% | -11.7% | -8.8% | -11.9% |
| 30D | -47.0% | -23.3% | -23.7% | -34.7% |
| 3M | -43.3% | -19.2% | -24.1% | -32.6% |
| 6M | -42.9% | -40.1% | -2.8% | -18.9% |
| All | -42.9% | -38.3% | -4.6% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling