+43.2%
TER vs TPR
+20.9%
+22.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.5% | -10.4% | -8.0% |
| 7D | -19.9% | +12.6% | -32.5% | -23.4% |
| 30D | -43.5% | +7.1% | -50.7% | -45.1% |
| 3M | -37.8% | -19.4% | -18.4% | -32.6% |
| 6M | -25.6% | -9.7% | -15.8% | -26.3% |
| YTD | +29.8% | -1.0% | +30.8% | +28.9% |
| 1Y | +43.2% | +19.3% | +23.9% | +31.2% |
| All | +43.2% | +20.9% | +22.3% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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