+67.0%
TER vs PL
+28.1%
+38.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.4% | -7.8% | +0.4% |
| 7D | -20.5% | -6.8% | -13.6% | -19.1% |
| 30D | -47.0% | -29.3% | -17.7% | -43.0% |
| 3M | -43.3% | -44.8% | +1.5% | -36.1% |
| 6M | -42.9% | -68.4% | +25.5% | -29.1% |
| YTD | +12.9% | -36.4% | +49.2% | +21.3% |
| 1Y | +18.2% | +0.7% | +17.4% | +15.8% |
| 3Y | +151.8% | +455.3% | -303.5% | +57.6% |
| 5Y | +54.2% | +22.7% | +31.5% | +10.1% |
| All | +67.0% | +28.1% | +38.9% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling