-25.6%
TER vs RF
+5.8%
-31.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.5% | -8.3% | -6.6% |
| 7D | -19.9% | +2.3% | -22.1% | -19.6% |
| 30D | -43.5% | +7.2% | -50.8% | -43.2% |
| 3M | -37.8% | -8.2% | -29.6% | -37.2% |
| 6M | -25.6% | +7.0% | -32.6% | -29.1% |
| All | -25.6% | +5.8% | -31.4% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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