+238.5%
TER vs PL
+454.1%
-215.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.7% | +5.7% |
| 7D | +0.6% | -9.3% | +9.9% | +2.5% |
| 30D | -8.3% | -18.9% | +10.7% | -4.5% |
| 3M | -12.2% | -58.4% | +46.2% | +2.4% |
| 6M | +17.1% | -30.3% | +47.4% | +23.8% |
| YTD | +84.7% | -8.1% | +92.8% | +85.9% |
| 1Y | +199.9% | +180.5% | +19.4% | +147.2% |
| All | +238.5% | +454.1% | -215.6% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling