+199.8%
TER vs PL
+176.6%
+23.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.7% |
| 7D | +0.6% | -9.3% | +9.9% | +2.5% |
| 30D | -8.3% | -18.9% | +10.6% | -4.3% |
| 3M | -12.2% | -58.4% | +46.1% | +1.5% |
| 6M | +17.0% | -30.3% | +47.3% | +27.5% |
| YTD | +84.6% | -8.1% | +92.7% | +95.7% |
| 1Y | +199.8% | +180.5% | +19.3% | +221.7% |
| All | +199.8% | +176.6% | +23.2% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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