+886.2%
TER vs P
+713.7%
+172.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -1.0% | +1.0% |
| 7D | -20.5% | -23.8% | +3.3% | -10.4% |
| 30D | -47.0% | -36.6% | -10.4% | -35.4% |
| 3M | -43.3% | +10.9% | -54.2% | -46.4% |
| 6M | -42.9% | +30.0% | -72.9% | -49.8% |
| YTD | +12.9% | +44.4% | -31.5% | -5.4% |
| 1Y | +18.2% | +3.9% | +14.2% | +10.1% |
| 3Y | +151.8% | +176.6% | -24.8% | +44.1% |
| 5Y | +54.2% | +249.3% | -195.1% | -22.1% |
| All | +886.2% | +713.7% | +172.5% | +277.4% |
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