+439.7%
TER vs TE
-53.0%
+492.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.3% |
| 7D | +0.6% | -4.0% | +4.6% | +1.3% |
| 30D | -8.3% | -15.9% | +7.6% | -6.0% |
| 3M | -12.2% | -60.5% | +48.3% | +1.3% |
| 6M | +17.1% | -35.2% | +52.3% | +22.1% |
| YTD | +84.7% | -31.1% | +115.8% | +88.8% |
| 1Y | +199.9% | +148.6% | +51.3% | +141.9% |
| 3Y | +232.8% | -26.4% | +259.2% | +192.1% |
| 5Y | +198.6% | -48.0% | +246.6% | +165.6% |
| All | +439.7% | -53.0% | +492.7% | +417.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling