+995.4%
TER vs P
+652.0%
+343.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.5% |
| 7D | +14.4% | +11.6% | +2.7% | +9.3% |
| 30D | -30.6% | -23.7% | -6.9% | -21.5% |
| 3M | -39.2% | -8.0% | -31.2% | -37.3% |
| 6M | -31.3% | +27.9% | -59.2% | -39.0% |
| YTD | +29.1% | +61.2% | -32.1% | +3.3% |
| 1Y | +47.4% | +28.6% | +18.8% | +25.7% |
| 3Y | +191.2% | +200.5% | -9.2% | +60.8% |
| 5Y | +74.0% | +282.9% | -209.0% | -15.6% |
| All | +995.4% | +652.0% | +343.4% | +328.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling