+192.8%
TER vs P
+190.3%
+2.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.3% | +6.4% | +9.9% |
| 7D | -5.8% | -9.6% | +3.9% | -0.9% |
| 30D | -38.9% | -33.4% | -5.5% | -26.9% |
| 3M | -35.1% | +14.2% | -49.3% | -39.2% |
| 6M | -31.6% | +31.6% | -63.1% | -40.1% |
| YTD | +27.2% | +53.5% | -26.2% | +4.2% |
| 1Y | +35.2% | +14.2% | +21.0% | +20.3% |
| 3Y | +192.8% | +190.5% | +2.3% | +74.7% |
| All | +192.8% | +190.3% | +2.5% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling