+43.2%
TER vs PM
+48.8%
-5.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.6% | -8.4% | -5.9% |
| 7D | -19.9% | +4.3% | -24.1% | -17.7% |
| 30D | -43.5% | +11.5% | -55.0% | -39.4% |
| 3M | -37.8% | +13.0% | -50.8% | -32.3% |
| 6M | -25.6% | +25.9% | -51.5% | -18.2% |
| YTD | +29.8% | +34.0% | -4.2% | +51.4% |
| 1Y | +43.2% | +46.9% | -3.7% | +78.5% |
| All | +43.2% | +48.8% | -5.7% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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