+87.8%
TER vs PL
+45.6%
+42.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -8.9% | +5.6% | -14.5% | -9.7% |
| 30D | -39.1% | -16.9% | -22.1% | -36.6% |
| 3M | -32.8% | -38.2% | +5.5% | -25.9% |
| 6M | -31.7% | -63.4% | +31.7% | -17.6% |
| YTD | +26.9% | -27.6% | +54.6% | +32.8% |
| 1Y | +33.6% | +6.6% | +27.0% | +29.2% |
| 3Y | +181.5% | +557.6% | -376.1% | +70.3% |
| 5Y | +76.1% | +39.5% | +36.6% | +21.8% |
| All | +87.8% | +45.6% | +42.1% | +30.3% |
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