+47.4%
TER vs TE
-49.1%
+96.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.3% | -4.5% |
| 7D | +14.4% | -19.1% | +33.4% | +20.9% |
| 30D | -30.6% | -34.1% | +3.6% | -22.6% |
| 3M | -39.2% | -60.1% | +20.9% | -23.2% |
| 6M | -31.3% | -66.0% | +34.7% | -8.2% |
| YTD | +29.1% | -71.4% | +100.5% | +73.6% |
| 1Y | +47.4% | -45.3% | +92.7% | +72.5% |
| All | +47.4% | -49.1% | +96.5% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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