+33.9%
TER vs PL
+8.6%
+25.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +14.5% | -1.8% | +8.1% |
| 7D | -5.8% | +10.9% | -16.6% | -8.5% |
| 30D | -38.9% | -16.4% | -22.6% | -35.8% |
| 3M | -35.1% | -39.9% | +4.8% | -25.8% |
| 6M | -31.6% | -63.2% | +31.6% | -13.8% |
| YTD | +27.2% | -27.1% | +54.4% | +42.3% |
| All | +33.9% | +8.6% | +25.3% | +45.2% |
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