+277.2%
TER vs TE
-20.2%
+297.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.0% | -5.8% | +2.7% |
| 7D | +11.0% | +18.2% | -7.3% | +8.1% |
| 30D | -1.9% | -13.5% | +11.6% | -0.1% |
| 3M | -0.7% | -44.6% | +43.9% | +7.4% |
| 6M | +36.4% | -24.7% | +61.1% | +39.3% |
| YTD | +92.4% | -24.3% | +116.7% | +95.0% |
| 1Y | +213.5% | +155.6% | +58.0% | +167.3% |
| 3Y | +277.2% | -18.3% | +295.5% | +237.8% |
| All | +277.2% | -20.2% | +297.4% | +237.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling