+33.6%
TER vs P
+9.7%
+23.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -8.9% | -13.3% | +4.4% | -1.9% |
| 30D | -39.1% | -34.0% | -5.1% | -25.8% |
| 3M | -32.8% | +4.1% | -36.8% | -34.1% |
| 6M | -31.7% | +30.5% | -62.2% | -41.0% |
| YTD | +26.9% | +52.2% | -25.3% | +2.9% |
| 1Y | +33.6% | +10.3% | +23.3% | +12.9% |
| All | +33.6% | +9.7% | +23.8% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling