+259.6%
TER vs ON
+199.0%
+60.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.1% |
| 7D | +0.6% | +2.4% | -1.8% | -0.4% |
| 30D | -8.3% | -3.3% | -5.0% | -6.8% |
| 3M | -12.2% | -43.6% | +31.4% | +11.1% |
| 6M | +17.1% | +19.0% | -1.9% | +9.1% |
| YTD | +84.7% | +37.4% | +47.3% | +62.0% |
| 1Y | +199.9% | +54.8% | +145.2% | +150.1% |
| 3Y | +232.8% | -25.2% | +257.9% | +255.6% |
| 5Y | +198.6% | +62.7% | +135.9% | +134.5% |
| 10Y | +1,669.7% | +574.3% | +1,095.4% | +688.1% |
| All | +259.6% | +199.0% | +60.6% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling