+1,922.1%
TER vs P
+485.4%
+1,436.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.0% |
| 7D | +0.6% | +6.5% | -5.9% | -1.9% |
| 30D | -8.3% | +18.8% | -27.1% | -15.3% |
| 3M | -12.2% | +26.7% | -39.0% | -19.9% |
| 6M | +17.1% | +62.2% | -45.1% | -4.0% |
| YTD | +84.7% | +48.5% | +36.2% | +55.7% |
| 1Y | +199.9% | +26.4% | +173.5% | +162.5% |
| 3Y | +232.8% | +159.4% | +73.3% | +107.9% |
| 5Y | +198.6% | +275.8% | -77.2% | +60.3% |
| 10Y | +1,669.7% | +732.0% | +937.7% | +655.2% |
| All | +1,922.1% | +485.4% | +1,436.8% | +759.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling