+173.2%
TER vs PL
+84.9%
+88.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | -12.2% | -58.4% | +46.2% | +3.1% |
| 6M | +17.1% | -30.3% | +47.4% | +23.3% |
| YTD | +84.7% | -8.1% | +92.8% | +84.1% |
| 1Y | +199.9% | +180.5% | +19.4% | +137.9% |
| 3Y | +232.8% | +444.1% | -211.4% | +108.1% |
| 5Y | +198.6% | +83.0% | +115.5% | +98.3% |
| All | +173.2% | +84.9% | +88.3% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling