+1,104.9%
TER vs P
+449.6%
+655.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -16.4% | +1.2% | -8.7% |
| 7D | -28.2% | -31.9% | +3.7% | -16.2% |
| 30D | -50.6% | -36.5% | -14.0% | -40.7% |
| 3M | -45.3% | +11.6% | -56.9% | -48.2% |
| 6M | -40.4% | +25.2% | -65.6% | -46.1% |
| YTD | +10.0% | +39.4% | -29.4% | -4.8% |
| 1Y | +13.6% | -3.7% | +17.3% | +10.0% |
| 3Y | +145.2% | +167.3% | -22.1% | +52.2% |
| 5Y | +50.4% | +237.3% | -187.0% | -15.9% |
| 10Y | +882.9% | +698.6% | +184.3% | +330.1% |
| All | +1,104.9% | +449.6% | +655.2% | +425.8% |
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