+47.4%
TER vs S
+29.4%
+18.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | -0.6% |
| 7D | +24.0% | +4.1% | +19.9% | +24.0% |
| 30D | -30.6% | -7.2% | -23.5% | -30.8% |
| 3M | -34.5% | 0.0% | -34.4% | -32.9% |
| 6M | -26.4% | +41.6% | -68.0% | -21.3% |
| YTD | +36.4% | +48.6% | -12.2% | +47.0% |
| 1Y | +47.4% | +30.0% | +17.4% | +63.4% |
| All | +47.4% | +29.4% | +18.0% | +63.4% |
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