+43.2%
TER vs S
+36.5%
+6.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.6% | -8.5% | -6.7% |
| 7D | -19.9% | -8.2% | -11.7% | -20.3% |
| 30D | -43.5% | -7.6% | -35.9% | -44.0% |
| 3M | -37.8% | +12.0% | -49.7% | -35.8% |
| 6M | -25.6% | +50.6% | -76.1% | -20.1% |
| YTD | +29.8% | +56.6% | -26.8% | +40.2% |
| 1Y | +43.2% | +39.2% | +3.9% | +57.0% |
| All | +43.2% | +36.5% | +6.7% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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