-40.4%
TER vs PL
-71.0%
+30.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -10.1% | -5.1% | -9.8% |
| 7D | -28.2% | -20.5% | -7.6% | -18.5% |
| 30D | -50.6% | -38.8% | -11.8% | -36.4% |
| 3M | -45.3% | -49.1% | +3.8% | -23.3% |
| 6M | -40.4% | -69.4% | +29.0% | +2.2% |
| All | -40.4% | -71.0% | +30.6% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling